Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (Q3133570): Difference between revisions
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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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