Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
I.
Wavelet calculations.
II.
Calculation of approximation spaces in one dimension.
III.
Calculation of approximation spaces in one dimension II.
IV.
One dimensional problems.
V.
Stochastic optimization in one dimension.
VI.
Scalar product in N-dimensions.
VII.
Wavelet transform of payoff function in N-dimensions.
1.
Separation of variables for payoff function.
VIII.
Solving N-dimensional PDEs.
Downloads.
Index.
Contents.
Wavelet transform of payoff function in N-dimensions.
e use setup and notation of the section (
Scalar product in N dimensions
).
We introduce the notation
for the function
being the
-projection of
on
.
1.
Separation of variables for payoff function.
Downloads.
Index.
Contents.
Copyright 2007