Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models (Q6044723)
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scientific article; zbMATH DE number 7687490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models |
scientific article; zbMATH DE number 7687490 |
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Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models (English)
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22 May 2023
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generalized finite integration method
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option pricing
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multi-dimensional PDEs
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space-time decomposition
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