Pages that link to "Item:Q2013320"

The following pages link to An FBSDE approach to American option pricing with an interacting particle method (Q2013320):

Displayed 5 items.

• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) ‎ (← links)
• Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) ‎ (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) ‎ (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) ‎ (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) ‎ (← links)