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"A gradient method for high-dimensional BSDEs."

Kossi Gnameho, Mitja Stadje, Antoon Pelsser (2024)

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DOI: 10.1515/MCMA-2024-2002

access: closed

type: Journal Article

metadata version: 2024-07-08

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Kossi Gnameho, Mitja Stadje, Antoon Pelsser:
A gradient method for high-dimensional BSDEs. Monte Carlo Methods Appl. 30(2): 183-203 (2024)

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