A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics. - Rama Cont; Marvin S. Müller (SIAM J. Financial Math., 2021)

Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing. - Sebastian Becker; Arnulf Jentzen; Marvin S. Müller; Philippe von Wurstemberger (CoRR, 2022)