Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (Q3133570): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963884158 / rank | |||
Normal rank | |||
Revision as of 19:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs |
scientific article |
Statements
Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (English)
0 references
2 February 2018
0 references
asymptotic expansions
0 references
error bounds
0 references
financial derivative pricing
0 references
high-dimensional parabolic equations
0 references
numerical result
0 references
convergence
0 references
