Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1903.05985 / rank | |||
Normal rank | |||
Latest revision as of 03:05, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks |
scientific article |
Statements
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (English)
0 references
29 September 2020
0 references
curse of dimensionality
0 references
high-dimensional PDEs
0 references
semilinear PDEs
0 references
semilinear Kolmogorov PDEs
0 references
multilevel Picard method
0 references
