Learning high-order weak approximation of SDEs by neural network with application to financial models

@article{riu2026,
  title        = {{Learning high-order weak approximation of SDEs by neural network with application to financial models}},
  author       = {Riu Naito & Toshihiro Yamada},
  journal      = {Operations Research Letters},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.orl.2026.107410},
}

TY  - JOUR
TI  - Learning high-order weak approximation of SDEs by neural network with application to financial models
AU  - Naito, Riu
AU  - Yamada, Toshihiro
JO  - Operations Research Letters
PY  - 2026
ER  -

Riu Naito & Toshihiro Yamada (2026). Learning high-order weak approximation of SDEs by neural network with application to financial models. *Operations Research Letters*. https://doi.org/https://doi.org/10.1016/j.orl.2026.107410

Riu Naito & Toshihiro Yamada. "Learning high-order weak approximation of SDEs by neural network with application to financial models." *Operations Research Letters* (2026). https://doi.org/https://doi.org/10.1016/j.orl.2026.107410.

Learning high-order weak approximation of SDEs by neural network with application to financial models
Riu Naito & Toshihiro Yamada · Operations Research Letters · 2026
https://doi.org/https://doi.org/10.1016/j.orl.2026.107410