Marvin S. Müller

Orcid: 0000-0001-7579-4114

According to our database1, Marvin S. Müller authored at least 2 papers between 2021 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2022
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing.
CoRR, 2022

2021
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics.
SIAM J. Financial Math., 2021


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