The following pages link to (Q3656686):
Displaying 18 items.
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
