Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497): Difference between revisions

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Revision as of 23:06, 14 July 2024

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Numerical approximation of BSDEs using local polynomial drivers and branching processes
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    Numerical approximation of BSDEs using local polynomial drivers and branching processes (English)
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    16 January 2018
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    BSDE
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    Monte Carlo methods
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    branching process
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