A gradient method for high-dimensional BSDEs (Q6554575)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7864355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A gradient method for high-dimensional BSDEs |
scientific article; zbMATH DE number 7864355 |
Statements
A gradient method for high-dimensional BSDEs (English)
0 references
12 June 2024
0 references
regression
0 references
BSDE
0 references
Monte Carlo
0 references
Hermite polynomials
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8848512172698975
0 references
0.8347985148429871
0 references
0.8262141942977905
0 references
0.8239281177520752
0 references
