The following pages link to (Q3550746):
Displaying 4 items.
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
