scientific article
From MaRDI portal
Publication:3550746
zbMath1185.65007MaRDI QIDQ3550746
Publication date: 6 April 2010
Full work available at URL: http://pastel.paristech.org/1396/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02)
Related Items
Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods ⋮ Swing Options Valuation: A BSDE with Constrained Jumps Approach ⋮ Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations ⋮ Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
This page was built for publication:
