Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (Q2802033)
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English | Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs |
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Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (English)
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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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