Pages that link to "Item:Q882887"

The following pages link to Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887):

Displaying 33 items.

• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
• Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs (Q2833537) (← links)
• Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes (Q2856036) (← 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)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
• A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
• A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
• Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
• Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
• Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
• A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• L2-regularity result for solutions of backward doubly stochastic differential equations (Q5222191) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• Importance Sampling for Backward SDEs (Q5305278) (← links)
• An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
• Empirical Regression Method for Backward Doubly Stochastic Differential Equations (Q5741183) (← links)
• Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)
• Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
• A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems (Q6598495) (← links)