Pages that link to "Item:Q516010"
From MaRDI portal
The following pages link to Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010):
Displayed 3 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs (Q2833537) (← links)