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  • Search: subject:"Kusuoka approximation"
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Subject
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Deep learning 2 CVA 1 Delta computing 1 Financial diffusions 1 Gaussian Kusuoka approximation 1 High-dimensional financial diffusions 1 Kolmogorov equations 1 Kusuoka approximation 1 Semilinear PDEs 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Naito, Riu 2 Yamada, Toshihiro 2
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Computational economics 1 Digital finance : smart data analytics, investment innovation, and financial technology 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models
Naito, Riu; Yamada, Toshihiro - In: Digital finance : smart data analytics, investment … 6 (2024) 4, pp. 693-725
Persistent link: https://www.econbiz.de/10015177142
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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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