A regression-based Monte Carlo method to solve backward stochastic differential equations
2005 ◽
Vol 15
(3)
◽
pp. 2172-2202
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2019 ◽
Vol 25
(2)
◽
pp. 97-120
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2017 ◽
Vol 11
(2)
◽
pp. 157-167
1970 ◽
Vol 10
(6)
◽
pp. 45-56
Keyword(s):
2013 ◽
Vol 251
◽
pp. 445-460
◽
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
2004 ◽
Vol 111
(2)
◽
pp. 175-206
◽