Thomas Gerstner | DeepAI

DeepAI

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Featured Co-authors

Martin Simon
10 publications
Bastian Harrach
9 publications
Daniel Roth
6 publications

research

∙ 02/17/2021

Multilevel Monte Carlo learning

In this work, we study the approximation of expected values of functiona...

0 Thomas Gerstner, et al. ∙

research

∙ 06/26/2019

Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation

We consider the pricing and the sensitivity calculation of continuously ...

0 Thomas Gerstner, et al. ∙