A gradient method for high-dimensional BSDEs (Q6554575)
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scientific article; zbMATH DE number 7864355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A gradient method for high-dimensional BSDEs |
scientific article; zbMATH DE number 7864355 |
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A gradient method for high-dimensional BSDEs (English)
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12 June 2024
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regression
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BSDE
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Monte Carlo
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Hermite polynomials
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