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Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance

机译：金融中高维随机模型的多维降阶蒙特卡洛模拟

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Dang Duy-Minh; Xu Qifan; Wu Shangzhe;
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年度 2015
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1. Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance [J] . Duy-Minh Dang, Qifan Xu, Shangzhe Wu Procedia Computer Science . 2015,第1期

机译：金融中高维随机模型的多维降阶蒙特卡洛模拟
2. Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance [J] . Duy-Minh Dang, Qifan Xu, Shangzhe Wu Procedia Computer Science . 2015,第1期

机译：金融中高维随机模型的多维降阶蒙特卡洛模拟
3. On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations [J] . E Weinan, Hutzenthaler Martin, Jentzen Arnulf, Journal of Scientific Computing . 2019,第3期

机译：高维非线性抛物型偏微分方程和高维非线性倒向随机微分方程的多级皮卡德数值逼近
4. Multilevel dimension reduction Monte-Carlo simulation for high-dimensional stochastic models in finance [C] . Duy-Minh Dang, Qifan Xu, Shangzhe Wu International Conference on Computational Science . 2015

机译：金融高维随机模型的多级尺寸减少蒙特卡罗模拟
5. Advanced stochastic simulation methods for solving high-dimensional reliability problems. [D] . Zuev, Konstantin. 2009

机译：解决高维可靠性问题的高级随机模拟方法。
6. Improving the Fitness of High-Dimensional Biomechanical Models via Data-Driven Stochastic Exploration [O] . Veronica J. Santos, Carlos D. Bustamante, Francisco J. Valero-Cuevas -1

机译：通过数据驱动的随机探索提高高维生物力学模型的适用性
7. On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations [O] . Weinan E, Martin Hutzenthaler, Arnulf Jentzen, 2019

机译：高维非线性抛物面偏微分方程和高维非线性向后差动方程的多级图钉数值近似

Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance

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