Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models (Q6044723)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7687490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models |
scientific article; zbMATH DE number 7687490 |
Statements
Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models (English)
0 references
22 May 2023
0 references
generalized finite integration method
0 references
option pricing
0 references
multi-dimensional PDEs
0 references
space-time decomposition
0 references
0 references
0 references
