Particle methods for PDEs arising in financial modeling

Applied Numerical Mathematics 2015 / 07 Vol. 93

Particle methods for PDEs arising in financial modeling

Cui, Shumo, Kurganov, Alexander, Medovikov, Alexei
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Volume:
93
Language:
english
Journal:
Applied Numerical Mathematics
DOI:
10.1016/j.apnum.2014.04.005
Date:
July, 2015
File:
PDF, 1.48 MB
english, 2015
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