A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976): Difference between revisions
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Revision as of 07:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo method for backward stochastic differential equations with Hermite martingales |
scientific article |
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A Monte Carlo method for backward stochastic differential equations with Hermite martingales (English)
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31 May 2019
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regression
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BSDE
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ODE
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Hermite polynomials
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martingale
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