Pages that link to "Item:Q1695419"

The following pages link to A regression-based numerical scheme for backward stochastic differential equations (Q1695419):

Displaying 6 items.

• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
• A forward scheme for backward SDEs (Q2464848) (← links)
• Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
• Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)