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Latest revision as of 09:56, 19 July 2024

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A Monte Carlo method for backward stochastic differential equations with Hermite martingales
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    A Monte Carlo method for backward stochastic differential equations with Hermite martingales (English)
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    31 May 2019
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    regression
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    BSDE
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    ODE
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    Hermite polynomials
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    martingale
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