Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs (Q3133570)
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scientific article; zbMATH DE number 6833888
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| English | Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs |
scientific article; zbMATH DE number 6833888 |
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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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0.7678893208503723
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0.7677810788154602
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0.7669676542282104
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0.7530272603034973
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