Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:30, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations |
scientific article |
Statements
Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (English)
0 references
20 March 2017
0 references
backward stochastic differential equations
0 references
empirical regressions
0 references
importance sampling
0 references