Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (Q3133570): Difference between revisions
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| Property / DOI: 10.1051/m2an/2017003 / rank | |||
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| Property / author: Christoph Reisinger / rank | |||
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| Property / author: Christoph Reisinger / rank | |||
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| Property / arXiv ID: 1505.04639 / rank | |||
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Latest revision as of 18:00, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs |
scientific article |
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Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (English)
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2 February 2018
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asymptotic expansions
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error bounds
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financial derivative pricing
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high-dimensional parabolic equations
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numerical result
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convergence
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