Stability of regression-based Monte Carlo methods for solving nonlinear PDEs (Q2802033)
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scientific article; zbMATH DE number 6572793
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| English | Stability of regression-based Monte Carlo methods for solving nonlinear PDEs |
scientific article; zbMATH DE number 6572793 |
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22 April 2016
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regression-based Monte Carlo method
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backward stochastic differential equation
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variance reduction
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numerical example
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Stability of regression-based Monte Carlo methods for solving nonlinear PDEs (English)
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0.7995507717132568
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0.769745409488678
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0.7632291913032532
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0.7611977458000183
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