Pages that link to "Item:Q2417976"
From MaRDI portal
The following pages link to A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976):
Displaying 5 items.
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients (Q2570902) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
