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A regression-based numerical scheme for backward stochastic differential equations Journal article
Deng DING, Yiqi Liu. A regression-based numerical scheme for backward stochastic differential equations[J]. COMPUTATIONAL STATISTICS, 2017, 32(4), 1357-1373.
Authors:  Deng DING;  Yiqi Liu
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:1.0/1.3 | Submit date:2019/07/23
Characteristic Functions  Least-squares Regressions  Monte Carlo Methods  European Options