Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887): Difference between revisions

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-.3150/bj/1161614951
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-Emmanuel Gobet
@@ Property / author: Emmanuel Gobet / rank @@
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+Error analysis of the optimal quantization algorithm for obstacle problems.
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+Backward stochastic differential equations and integral-partial differential equations
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Donsker-type theorem for BSDEs
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+Monte Carlo algorithms for optimal stopping and statistical learning
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+Backward Stochastic Differential Equations in Finance
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+A regression-based Monte Carlo method to solve backward stochastic differential equations
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+Q3550746
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@@ Property / cites work @@
+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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@@ Property / cites work @@
+Numerical method for backward stochastic differential equations
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
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+A numerical scheme for BSDEs
@@ Property / cites work: A numerical scheme for BSDEs / rank @@
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+.3150/BJ/1161614951
@@ Property / DOI: 10.3150/BJ/1161614951 / rank @@
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+Publication:882887