Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / describes a project that uses | |||
Property / describes a project that uses: DGM / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1903.05985 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:05, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks |
scientific article |
Statements
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (English)
0 references
29 September 2020
0 references
curse of dimensionality
0 references
high-dimensional PDEs
0 references
semilinear PDEs
0 references
semilinear Kolmogorov PDEs
0 references
multilevel Picard method
0 references