A non linear approximation method for solving high dimensional partial differential equations: application in finance (Q1996929)
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| English | A non linear approximation method for solving high dimensional partial differential equations: application in finance |
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A non linear approximation method for solving high dimensional partial differential equations: application in finance (English)
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1 March 2021
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greedy algorithms
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Black-Scholes partial differential equation
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variance reduction
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0.816351056098938
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0.7843294739723206
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0.7815135717391968
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0.7735503315925598
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