Pages that link to "Item:Q5031712"
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The following pages link to Stochastic grid bundling method for backward stochastic differential equations (Q5031712):
Displaying 5 items.
- An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
