Pages that link to "Item:Q2485757"
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The following pages link to Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757):
Displaying 40 items.
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS (Q5386316) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
- Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)
- A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
- Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods (Q6112485) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
- Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
- ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
- Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281) (← links)
- On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (Q6572635) (← links)
- Enhancing physics informed neural networks for solving Navier-Stokes equations (Q6574171) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082) (← links)
- Stochastic optimal control of pre-exposure prophylaxis for HIV infection for a jump model (Q6634514) (← links)
- Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401) (← links)
