Pages that link to "Item:Q2574574"

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

Displaying 45 items.

• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) (← links)
• On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Greedy vector quantization (Q1791088) (← links)
• Functional quantization of Gaussian processes (Q1865334) (← links)
• Energy contracts management by stochastic programming techniques (Q1931657) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
• Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
• Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← 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)
• A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
• A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
• Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036) (← links)
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← 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)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
• Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• Approximation of BSDE with non Lipschitz coefficient (Q5024368) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← 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)
• Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
• Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)