Pages that link to "Item:Q2301282"
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The following pages link to A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282):
Displaying 11 items.
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
