Stochastic grid bundling method for backward stochastic differential equations (Q5031712)
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scientific article; zbMATH DE number 7474738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic grid bundling method for backward stochastic differential equations |
scientific article; zbMATH DE number 7474738 |
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Stochastic grid bundling method for backward stochastic differential equations (English)
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16 February 2022
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SGBM
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BSDE
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Monte-Carlo
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regress-later
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bundling
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