Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474): Difference between revisions
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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 |
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Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (English)
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29 September 2020
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curse of dimensionality
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high-dimensional PDEs
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semilinear PDEs
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semilinear Kolmogorov PDEs
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multilevel Picard method
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