A difference method for the McKean-Vlasov equation (Q2327875): Difference between revisions
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Revision as of 23:34, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A difference method for the McKean-Vlasov equation |
scientific article |
Statements
A difference method for the McKean-Vlasov equation (English)
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8 October 2019
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option pricing
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well posedness
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difference scheme
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rate of convergence
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