Error Criteria for Numerical Solutions of Backward SDEs

By Christian Bender, Jessica Steiner. 2010

55 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e85c38da64241d2389ba77707af48149f8fe17f7

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1. Jessica Steiner

Citations in the corpus

• Least-Squares Monte Carlo for Backward SDEs (2012, methodology): “We here stick to an error criterion suggested and studied in Bender and Steiner (2010). We now explain the idea in the general setting of the present paper.”