The following pages link to (Q3806731):
Displaying 8 items.
- An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations (Q541096) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Numerical comparison of methods for solving parabolic equations (Q1888251) (← links)
- On the numerical solution of high order multi-dimensional elliptic PDEs (Q2338363) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- High dimensional numerical problems (Q4377209) (← links)
- Numerical solution of parabolic equations in high dimensions (Q5315445) (← links)
- (Q5699645) (← links)