Pages that link to "Item:Q4967879"
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The following pages link to Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879):
Displayed 4 items.
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)