Deep asymptotic expansion : application to financial mathematics
Year of publication: |
1 November, 2021 ; First version: 1 November, 2021
|
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Authors: | Iguchi, Yuga ; Naito, Riu ; Okano, Yusuke ; Takahashi, Akihiko ; Yamada, Toshihiro |
Publisher: |
[Tokyo] : Center for Advanced Research in Finance |
Subject: | Differentialgleichung | Differential equation | Iteratives Verfahren | Approximation method | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematische Optimierung | Mathematical programming | Finanzmathematik | Mathematical finance | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 7 Seiten) Illustrationen |
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Series: | CARF working paper. - Tokyo : Center for Advanced Research in Finance, ZDB-ID 3079869-3. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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