Reducing variance in the numerical solution of BSDEs (Q2376608)
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scientific article; zbMATH DE number 6179899
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| English | Reducing variance in the numerical solution of BSDEs |
scientific article; zbMATH DE number 6179899 |
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Reducing variance in the numerical solution of BSDEs (English)
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24 June 2013
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backward stochastic differential equations
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finance
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conditional expectation estimates
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algorithm
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0.8296290040016174
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0.8188655376434326
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0.812580943107605
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0.8088977336883545
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