scientific article; zbMATH DE number 5052223
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Publication:5486561
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Portfolio theory (91G10) Financial applications of other theories (91G80)
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(4)- A priori error estimates for reduced order models in finance
- Numerical solution of variational inequalities: localization with Dirichlet conditions
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
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