AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models

Fuente: arXiv

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Bibliographic Details
Main Authors:	López-Salas, J. G., Pérez-Rodríguez, S., Vázquez, C.
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.00559