Pages that link to "Item:Q898981"
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The following pages link to Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981):
Displaying 15 items.
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- The COS method for option valuation under the SABR dynamics (Q4641563) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
