Pages that link to "Item:Q4919467"
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The following pages link to Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing (Q4919467):
Displaying 8 items.
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (Q4902225) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
