The following pages link to Plamen Turkedjiev (Q247550):
Displayed 7 items.
- (Q516009) (redirect page) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs (Q2833537) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Multilevel approximation of backward stochastic differential equations (Q6257134) (← links)