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Nesting Monte Carlo for high-dimensional non-linear PDEs - MaRDI portal

Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854)

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scientific article; zbMATH DE number 7008421
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Nesting Monte Carlo for high-dimensional non-linear PDEs
scientific article; zbMATH DE number 7008421

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    Nesting Monte Carlo for high-dimensional non-linear PDEs (English)
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    30 January 2019
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    non-linear PDE
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    Monte Carlo
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    numerical method
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