Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010): Difference between revisions
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English | Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations |
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Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (English)
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20 March 2017
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backward stochastic differential equations
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empirical regressions
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importance sampling
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