Pages that link to "Item:Q2574574"

The following pages link to Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574):

Displayed 10 items.

• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) ‎ (← links)
• Functional quantization of Gaussian processes (Q1865334) ‎ (← links)
• Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) ‎ (← links)
• Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) ‎ (← links)
• A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) ‎ (← links)
• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514) ‎ (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) ‎ (← links)
• A discrete-time approximation for doubly reflected BSDEs (Q3625648) ‎ (← links)
• A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) ‎ (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) ‎ (← links)