Reducing variance in the numerical solution of BSDEs (Q2376608)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing variance in the numerical solution of BSDEs |
scientific article |
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Reducing variance in the numerical solution of BSDEs (English)
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24 June 2013
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backward stochastic differential equations
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finance
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conditional expectation estimates
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algorithm
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