Pages that link to "Item:Q2010492"
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The following pages link to Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492):
Displaying 7 items.
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Diagonally quadratic BSDE with oblique reflection and optimal switching (Q6615472) (← links)
