Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111): Difference between revisions

@@ Property / cites work @@
+Density estimates for solutions to one dimensional backward SDE's
+Normal rank
@@ Property / cites work @@
+Densities of one-dimensional backward SDEs
@@ Property / cites work: Densities of one-dimensional backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A forward scheme for backward SDEs
@@ Property / cites work: A forward scheme for backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic and non asymptotic approximations for option valuation
+Normal rank
@@ Property / cites work @@
+Mean field forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Financial modeling. A backward stochastic differential equations perspective
+Normal rank
@@ Property / cites work @@
+Q3613981
@@ Property / cites work: Q3613981 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q5565773
@@ Property / cites work: Q5565773 / rank @@
+Normal rank
@@ Property / cites work @@
+Maturity cycles in implied volatility
@@ Property / cites work: Maturity cycles in implied volatility / rank @@
+Normal rank
@@ Property / cites work @@
+ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME
+Normal rank
@@ Property / cites work @@
+A regression-based Monte Carlo method to solve backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak approximation of averaged diffusion processes
+Normal rank
@@ Property / cites work @@
+Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
+Normal rank
@@ Property / cites work @@
+Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
+Normal rank
@@ Property / cites work @@
+Q5396410
@@ Property / cites work: Q5396410 / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for backward stochastic differential equations and application to numerical solutions
+Normal rank
@@ Property / cites work @@
+EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank
@@ Property / cites work @@
+Expansions asymptotiques pour équations paraboliques dégénérées
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank