A non linear approximation method for solving high dimensional partial differential equations: application in finance (Q1996929)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non linear approximation method for solving high dimensional partial differential equations: application in finance |
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A non linear approximation method for solving high dimensional partial differential equations: application in finance (English)
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1 March 2021
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greedy algorithms
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Black-Scholes partial differential equation
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variance reduction
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