Least-Squares Monte Carlo for Backward SDEs (Q2917434): 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 09:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-Squares Monte Carlo for Backward SDEs |
scientific article |
Statements
Least-Squares Monte Carlo for Backward SDEs (English)
0 references
28 September 2012
0 references
backward SDE
0 references
Monte Carlo
0 references
numerical approximation
0 references
option pricing
0 references
