Pages that link to "Item:Q392683"
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The following pages link to Numerical schemes for \(G\)-expectations (Q392683):
Displaying 8 items.
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
- Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)
