Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356)
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scientific article; zbMATH DE number 5798945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic methods for semilinear partial differential equations. Applications to finance |
scientific article; zbMATH DE number 5798945 |
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Probabilistic methods for semilinear partial differential equations. Applications to finance (English)
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12 October 2010
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probabilistic methods
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semilinear PDEs
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BSDEs Monte Carlo methods
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Malliavin calculus
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cubature methods
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