A difference method for the McKean-Vlasov equation (Q2327875)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A difference method for the McKean-Vlasov equation |
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A difference method for the McKean-Vlasov equation (English)
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8 October 2019
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option pricing
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well posedness
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difference scheme
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rate of convergence
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