Pages that link to "Item:Q432809"

The following pages link to Option pricing with a direct adaptive sparse grid approach (Q432809):

Displaying 8 items.

• Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
• Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
• DGM: a deep learning algorithm for solving partial differential equations (Q2002333) (← links)
• Fast sparse grid operations using the unidirectional principle: a generalized and unified framework (Q2091292) (← links)
• Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations (Q2220599) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry (Q3196660) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)