Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs...

Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs

Gobet, Emmanuel, Salas, José Germán López, Vázquez, Carlos
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Volume:
21
Language:
english
Journal:
Proceedings
DOI:
10.3390/proceedings2019021044
Date:
August, 2019
File:
PDF, 211 KB
english, 2019
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