Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854)
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scientific article; zbMATH DE number 7008421
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| English | Nesting Monte Carlo for high-dimensional non-linear PDEs |
scientific article; zbMATH DE number 7008421 |
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Nesting Monte Carlo for high-dimensional non-linear PDEs (English)
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30 January 2019
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non-linear PDE
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Monte Carlo
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numerical method
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