Pages that link to "Item:Q2684920"
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The following pages link to A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920):
Displaying 3 items.
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)