A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo
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Institution:中泰证券金融研究院
Title of Paper:A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo
Journal:METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
First Author:韩强
Document Code:ADAC41655A464FB8B1836D1806B42683
Number of Words:5
Translation or Not:No
Date of Publication:2022-02
Release Time:2023-05-20