Open AccessMLE Evolution Equation for Fractional Diffusions and Berry-Esseen Inequality of Stochastic Gradient Descent Algorithm for American Option
Author(s) -
Jaya P. N. Bishwal
Publication year - 2022
Publication title -
european journal of statistics
Language(s) - English
Resource type - Journals
ISSN - 2806-0954
DOI - 10.28924/ada/stat.2.13
Subject(s) - mathematics , stochastic differential equation , estimator , brownian motion , fractional brownian motion , stability (learning theory) , stochastic gradient descent , mathematical analysis , statistics , machine learning , computer science , artificial neural network