Schwarz Method for Financial Engineering (Q5079519)
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scientific article; zbMATH DE number 7533066
Language | Label | Description | Also known as |
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English | Schwarz Method for Financial Engineering |
scientific article; zbMATH DE number 7533066 |
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Schwarz Method for Financial Engineering (English)
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27 May 2022
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2BSDE
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Schwarz method
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domain decomposition
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viscosity solution
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stochastic volatility models
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