On the numerical solution of high-dimensional PDEs arising in multi-asset options via a kernel-type solver
Fields of Study & Subjects
Stochastic processes and financial applications
Mathematical Approximation and Integration
Numerical methods for differential equations
Publication details
- Journal / source
- Computers & Mathematics with Applications
- Volume
- 206
- Pages
- 97–112
- Publication date
- 8 January 2026
- Language
- EN