Lignende værker

• Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs
  af: Gobet, E., et al.
  Udgivet: (2024)
• Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
  af: Gobet, Emmanuel, et al.
  Udgivet: (2024)
• Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance
  af: López-Salas, J. G., et al.
  Udgivet: (2024)
• Validated integration of semilinear parabolic PDEs
  af: Berg, Jan Bouwe van den, et al.
  Udgivet: (2023)
• AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models
  af: López-Salas, J. G., et al.
  Udgivet: (2024)