NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS

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Main Author:	MAJDI RABIA
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2017
Subjects:	bsde, high dimension, random forest, pricing, finance, 2-BSDE
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/136056
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-1360562017-07-02T06:25:40Z NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS MAJDI RABIA STATISTICS & APPLIED PROBABILITY THIERY, ALEXANDRE HOANG ZHOU CHAO bsde, high dimension, random forest, pricing, finance, 2-BSDE Master's MASTER OF SCIENCE 2017-06-30T18:00:40Z 2017-06-30T18:00:40Z 2017-04-28 Thesis MAJDI RABIA (2017-04-28). NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/136056 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	bsde, high dimension, random forest, pricing, finance, 2-BSDE
spellingShingle	bsde, high dimension, random forest, pricing, finance, 2-BSDE MAJDI RABIA NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY MAJDI RABIA
format	Theses and Dissertations
author	MAJDI RABIA
author_sort	MAJDI RABIA
title	NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
title_short	NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
title_full	NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
title_fullStr	NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
title_full_unstemmed	NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS
title_sort	numerical methods for high dimensionalbackward stochasticdifferential equations
publishDate	2017
url	http://scholarbank.nus.edu.sg/handle/10635/136056
_version_	1681097753573195776

NUMERICAL METHODS FOR HIGH DIMENSIONALBACKWARD STOCHASTICDIFFERENTIAL EQUATIONS

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