Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo |
scientific article; zbMATH DE number 7596823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo |
scientific article; zbMATH DE number 7596823 |
Statements
Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (English)
0 references
6 October 2022
0 references
backward stochastic differential equation
0 references
multilevel Monte Carlo
0 references
novel multi-step scheme
0 references
high order discretization
0 references
computational complexity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9312166
0 references
0 references
0 references
0.88777494
0 references
0.8864132
0 references
0.88505745
0 references
0.88070107
0 references
0.88050526
0 references
0.8771237
0 references
