Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models

Riu Naito; Toshihiro Yamada

doi:10.1007/s42521-023-00091-z

Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models

Translated title of the contribution: Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models

Riu Naito, Toshihiro Yamada

Department of Economics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Translated title of the contribution	Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models
Original language	English
Journal	Digital Finance
DOIs	https://doi.org/10.1007/s42521-023-00091-z
State	Published - 2023/08

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Cite this

@article{bdc7ee8b3e464ddf86e84c5a1e71deb1,

title = "Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models",

author = "Riu Naito and Toshihiro Yamada",

year = "2023",

month = aug,

doi = "10.1007/s42521-023-00091-z",

language = "英語",

journal = "Digital Finance",

issn = "2524-6984",

publisher = "Springer International Publishing",

}