Schwarz method for financial engineering (Q5079519)
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scientific article; zbMATH DE number 7533066
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Schwarz method for financial engineering |
scientific article; zbMATH DE number 7533066 |
Statements
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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0.798714280128479
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0.7630603909492493
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0.7544187307357788
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0.7533271908760071
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