Pages that link to "Item:Q2088763"
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The following pages link to Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763):
Displaying 5 items.
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
- Stability of regression-based Monte Carlo methods for solving nonlinear PDEs (Q2802033) (← links)
- Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs (Q2833537) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)