Pages that link to "Item:Q2808183"
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The following pages link to A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183):
Displaying 6 items.
- Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
