@article{montecarlosimulationofsdesusinggans, title = {Monte Carlo Simulation of SDEs using GANs}, author = {Jorino van Rhijn and Cornelis W. Oosterlee and Lech A. Grzelak and Shuaiqiang Liu}, year = {2021}, eprint = {2104.01437}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2104.01437v1}, }