Pages that link to "Item:Q981018"
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The following pages link to On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018):
Displayed 3 items.
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)