Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Dan Crisan / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Konstantinos Manolarakis / rank | |||
Normal rank | |||
Revision as of 06:12, 14 February 2024
scientific article; zbMATH DE number 5798945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic methods for semilinear partial differential equations. Applications to finance |
scientific article; zbMATH DE number 5798945 |
Statements
Probabilistic methods for semilinear partial differential equations. Applications to finance (English)
0 references
12 October 2010
0 references
probabilistic methods
0 references
semilinear PDEs
0 references
BSDEs Monte Carlo methods
0 references
Malliavin calculus
0 references
cubature methods
0 references
