Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - In: Risks : open access journal 12 (2024) 12, pp. 1-15
We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial … numerical (but not a statistical) error and a state (but not a time) discretization. Parallel computing is used to speed up the …