Pages that link to "Item:Q655587"
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The following pages link to Numerical simulation of BSDEs with drivers of quadratic growth (Q655587):
Displayed 12 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- Short-time asymptotic expansions of semilinear evolution equations (Q2799613) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)