A gradient method for high-dimensional BSDEs (Q6554575)
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scientific article; zbMATH DE number 7864355
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| English | A gradient method for high-dimensional BSDEs |
scientific article; zbMATH DE number 7864355 |
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A gradient method for high-dimensional BSDEs (English)
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12 June 2024
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regression
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BSDE
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Monte Carlo
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Hermite polynomials
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0.8848512172698975
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0.8347985148429871
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0.8262141942977905
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0.8239281177520752
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