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Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm.
Mercedes Esteban-Bravo
Jose M. Vidal-Sanz
Published in:
Comput. Math. Appl. (2006)
Keyphrases
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dynamic programming
computational complexity
reinforcement learning
worst case
expectation maximization
theoretical analysis
computer vision
multiscale
objective function
convergence rate
variational inequalities