Particle methods for PDEs arising in financial modeling (Q2343601): Difference between revisions
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Revision as of 02:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle methods for PDEs arising in financial modeling |
scientific article |
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Particle methods for PDEs arising in financial modeling (English)
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6 May 2015
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convection-diffusion equations
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anisotropic diffusion
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PDE-based bond pricing models
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deterministic and stochastic particle methods
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Monte Carlo method
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