Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010): Difference between revisions

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Latest revision as of 13:22, 13 July 2024

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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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