Pages that link to "Item:Q2013321"

The following pages link to Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321):

Displaying 9 items.

• Counterparty risk and funding: immersion and beyond (Q331358) (← links)
• An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)