Pages that link to "Item:Q3625648"
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The following pages link to A discrete-time approximation for doubly reflected BSDEs (Q3625648):
Displaying 15 items.
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- On discretely reflected backward stochastic differential equations (Q2798167) (← links)
- On Donsker type theorem for discretely reflected backward SDEs (Q2814505) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Doubly reflected BSDEs with call protection and their approximation (Q5174372) (← links)
