Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2512458358 / rank | |||
Normal rank |
Revision as of 21:41, 19 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