The following pages link to StOpt (Q44614):
Displaying 11 items.
- (Q48608) (redirect page) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating (Q3391268) (← links)
- Regression Monte Carlo for microgrid management (Q4967863) (← links)
- A sparse grid approach to balance sheet risk measurement (Q4967874) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- <tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming (Q4995052) (← links)
