Pages that link to "Item:Q2293285"
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The following pages link to A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285):
Displaying 5 items.
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917) (← links)
- A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
