Pages that link to "Item:Q5397867"
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The following pages link to A Posteriori Estimates for Backward SDEs (Q5397867):
Displaying 10 items.
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)