Pages that link to "Item:Q4960079"
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The following pages link to Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079):
Displaying 7 items.
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← 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)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
