Xavier Warin

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Idris Kharroubi

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Publications

2021
[j11]
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Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process. Monte Carlo Methods Appl. 27(1): 27-55 (2021)
2020
[i5]
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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2002-02675
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Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process. CoRR abs/2002.02675 (2020)

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