Kennisplein > A Gradient Method for high-dimensional Backward Stochastic Differential Equations

A Gradient Method for high-dimensional Backward Stochastic Differential Equations

Academic Paper

23 January 2025

Full paper (pdf)

Associated project

Read It Back Later

Share via email

Downloads

Full paper (pdf)

Stay up to Date?

Want to stay up to date on research, meetings and news? Sign up for the monthly Netspar newsletter.

Sign up for newsletter

Researchers

Mitja Stadje

Kossi Gnameho

Antoon Pelsser