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Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models
Naito, Riu
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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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An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
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Yamada, Toshihiro
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Asia-Pacific financial markets
23
(
2016
)
4
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pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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