Pages that link to "Item:Q886110"
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The following pages link to Error expansion for the discretization of backward stochastic differential equations (Q886110):
Displaying 50 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Backward error for the discrete-time algebraic Riccati equation (Q1362633) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Schwarz Method for Financial Engineering (Q5079519) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations (Q5175453) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
- A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
- Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
