P. Turkedjiev

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations Stochastic Processes and their Applications	2017-03-20	Paper
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs SIAM Journal on Scientific Computing	2016-11-18	Paper
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions Mathematics of Computation	2016-03-09	Paper
Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression Bernoulli	2016-02-22	Paper
Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression Bernoulli	2016-02-22	Paper
Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions Electronic Journal of Probability	2015-08-07	Paper
Multilevel approximation of backward stochastic differential equations	2014-12-09	Paper

Research outcomes over time

This page was built for person: P. Turkedjiev