Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (Q3133570)

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Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs
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    Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (English)
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    2 February 2018
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    asymptotic expansions
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    error bounds
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    financial derivative pricing
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    high-dimensional parabolic equations
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    numerical result
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    convergence
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