Pages that link to "Item:Q2296084"
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The following pages link to On approximation of BSDE and multi-step MLE-processes (Q2296084):
Displaying 6 items.
- Method of moments estimators and multi-step MLE for Poisson processes (Q1616201) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- On approximation of the backward stochastic differential equation (Q2453615) (← links)
- A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Volatility estimation of hidden Markov processes and adaptive filtration (Q6559474) (← links)