Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options (Q4561939)
From MaRDI portal
scientific article; zbMATH DE number 6993400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options |
scientific article; zbMATH DE number 6993400 |
Statements
Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options (English)
0 references
13 December 2018
0 references
Hilbert space valued jump-diffusion
0 references
Asian option
0 references
partial integro-differential equation
0 references
dimension reduction
0 references
proper orthogonal decomposition
0 references
0 references
