Pages that link to "Item:Q4967879"

The following pages link to Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879):

Displaying 8 items.

• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)