Pages that link to "Item:Q2376608"
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The following pages link to Reducing variance in the numerical solution of BSDEs (Q2376608):
Displayed 11 items.
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Stability of Regression-Based Monte Carlo Methods for Solving Nonlinear PDEs (Q2802033) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)