Pages that link to "Item:Q516010"
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The following pages link to Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010):
Displaying 12 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Distribution-free robust linear regression (Q2113267) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs (Q2833537) (← links)
- Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)
