Pages that link to "Item:Q2013320"
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The following pages link to An FBSDE approach to American option pricing with an interacting particle method (Q2013320):
Displaying 4 items.
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
