Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of BSDEs using local polynomial drivers and branching processes |
scientific article |
Statements
Numerical approximation of BSDEs using local polynomial drivers and branching processes (English)
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16 January 2018
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BSDE
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Monte Carlo methods
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branching process
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