A review of tree-based approaches to solving forward-backward stochastic differential equations
Long Teng
| Year of publication: |
2021
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|---|---|
| Authors: | Teng, Long |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 25.2021, 3, p. 125-159
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| Subject: | forward-backward stochastic differential equations (FBSDEs) | nonparametric regression | binary regression tree | sample-splitting | the Heston BSDE | high-dimensional pricing | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2021.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012873086