Reducing variance in the numerical solution of BSDEs (Q2376608): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.crma.2013.02.010 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098135574 / rank | |||
Normal rank | |||
Revision as of 22:26, 19 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
