Pages that link to "Item:Q2518617"

The following pages link to Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617):

Displaying 19 items.

• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
• Strong approximations of BSDEs in a domain (Q605887) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• When terminal facelift enforces delta constraints (Q2339121) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)