The following pages link to Céline Labart (Q271885):
Displaying 17 items.
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion''. (Q511142) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Sharp estimates for the convergence of the density of the Euler scheme in small time (Q1038891) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Particles systems and numerical schemes for mean reflected stochastic differential equations (Q2657927) (← links)
- Stochastic local intensity loss models with interacting particle systems (Q2799999) (← links)
- Solving BSDE with Adaptive Control Variate (Q3078556) (← links)
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← links)
- A parallel algorithm for solving BSDEs (Q4915854) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Convergence rate for random walk approximations of mean field BSDEs (Q6745455) (← links)
