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Deep Kusuoka approximation : high-order spatial approximation for solving high-dimensional Kolmogorov equations and its application to finance
Naito, Riu
;
Yamada, Toshihiro
- In:
Computational economics
64
(
2024
)
3
,
pp. 1443-1461
Persistent link: https://www.econbiz.de/10015143929
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