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

Riu Naito, Toshihiro Yamada

研究成果: ジャーナルへの寄稿 › 学術論文 › 査読

1 被引用数 (Scopus)

寄稿の翻訳タイトル	Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models
本文言語	英語
ジャーナル	Digital Finance
DOI	https://doi.org/10.1007/s42521-023-00091-z
出版ステータス	出版済み - 2023/08

文献へのアクセス

@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",

}