Reducing variance in the numerical solution of BSDEs (Q2376608): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing variance in the numerical solution of BSDEs |
scientific article |
Statements
Reducing variance in the numerical solution of BSDEs (English)
0 references
24 June 2013
0 references
backward stochastic differential equations
0 references
finance
0 references
conditional expectation estimates
0 references
algorithm
0 references
