Least-Squares Monte Carlo for Backward SDEs (Q2917434): Difference between revisions

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Latest revision as of 17:15, 5 July 2024

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Least-Squares Monte Carlo for Backward SDEs
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    Least-Squares Monte Carlo for Backward SDEs (English)
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    28 September 2012
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    backward SDE
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    Monte Carlo
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    numerical approximation
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    option pricing
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