Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1612.06790 / rank | |||
Normal rank | |||
Revision as of 20:56, 18 April 2024
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)
0 references
16 January 2018
0 references
BSDE
0 references
Monte Carlo methods
0 references
branching process
0 references
