Pages that link to "Item:Q5854389"
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The following pages link to A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389):
Displaying 4 items.
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)