Author:
Gugushvili Shota,der Meulen Frank van,Schauer Moritz,Spreij Peter
Publisher
Springer International Publishing
Reference77 articles.
1. Allen, E.: Modeling with Itô stochastic differential equations. Mathematical Modelling: Theory and Applications, vol. 22. Springer, Dordrecht (2007)
2. Batz, P., Ruttor, A., Opper, M.: Approximate Bayes learning of stochastic differential equations. Phys. Rev. E 98, 022109 (2018)
3. Bezanson, J., Edelman, A., Karpinski, S., Shah, V.B.: Julia: a fresh approach to numerical computing. SIAM Rev. 59(1), 65–98 (2017)
4. Björk, T.: Arbitrage Theory in Continuous Time, 3rd edn. Oxford University Press, Oxford (2009)
5. Blei, D.M., Kucukelbir, A., McAuliffe, J.D.: Variational inference: a review for statisticians. J. Am. Stat. Assoc. 112(518), 859–877 (2017)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献