Pages that link to "Item:Q2802033"
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The following pages link to Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (Q2802033):
Displaying 3 items.
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
