Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions (Q5256567)
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scientific article; zbMATH DE number 6447207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions |
scientific article; zbMATH DE number 6447207 |
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Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions (English)
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18 June 2015
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Markov chain
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coupled system of parabolic PDEs
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portfolio
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adaptive multiwavelet method
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Hierarchical Tucker Format
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