Pages that link to "Item:Q3978277"
From MaRDI portal
The following pages link to A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems (Q3978277):
Displayed 8 items.
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements (Q2141588) (← links)
- Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)