Q6123687 (Q6123687): Difference between revisions

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+Backward Stochastic Differential Equations in Finance
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+Q3613981
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+Q5709400
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+Backward stochastic differential equations with Markov chains and associated PDEs
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+Continuous-time stochastic control and optimization with financial applications
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+Q4528806
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+Radial basis function partition of unity methods for pricing vanilla basket options
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+A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance
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+Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
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+A multi-step scheme based on cubic spline for solving backward stochastic differential equations
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