P. Turkedjiev

Available identifiers

zbMath Open turkedjiev.plamenMaRDI QIDQ247550

List of research outcomes

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

Research outcomes over time

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