A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance.
Yunzhang LiPublished in: SIAM J. Financial Math. (2022)
Keyphrases
- high order
- numerical methods
- partial differential equations
- higher order
- differential equations
- low order
- numerical solution
- boundary element method
- finite element method
- pairwise
- finite difference method
- tensor analysis
- fourth order
- level set method
- markov random field
- anisotropic diffusion
- multiscale
- bayesian logistic regression
- energy functional
- image denoising
- search space