Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo |
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Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (English)
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6 October 2022
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backward stochastic differential equation
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multilevel Monte Carlo
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novel multi-step scheme
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high order discretization
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computational complexity
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