Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356)
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scientific article; zbMATH DE number 5798945
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| English | Probabilistic methods for semilinear partial differential equations. Applications to finance |
scientific article; zbMATH DE number 5798945 |
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Probabilistic methods for semilinear partial differential equations. Applications to finance (English)
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12 October 2010
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probabilistic methods
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semilinear PDEs
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BSDEs Monte Carlo methods
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Malliavin calculus
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cubature methods
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0.8692983
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0.8224708
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0.81981456
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0.8180487
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0.8109064
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0.80665755
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