Person:247550

Available identifiers

zbMath Open turkedjiev.plamenMaRDI QIDQ247550

List of research outcomes

Publication	Date of Publication	Type
Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations	2017-03-20	Paper
Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs	2016-11-18	Paper
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions	2016-03-09	Paper
Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression	2016-02-22	Paper
Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions	2015-08-07	Paper
Multilevel approximation of backward stochastic differential equations	2014-12-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Plamen Turkedjiev