Xiaoming Song

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaoming Song trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jianfeng Zhang
  2. Peter Imkeller

Papers from Xiaoming Song's perspective

Ordered by how strongly the researchers Xiaoming Song trusts endorse each paper. Same corpus, a different order for every researcher.

  1. DONSKER-TYPE THEOREM FOR BSDES
  2. A numerical scheme for BSDEs
  3. Path regularity for solutions of backward stochastic differential equations
  4. Forward-Backward Stochastic Differential Equations and their Applications
  5. A regression-based Monte Carlo method to solve backward stochastic differential equations
  6. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
  7. The Malliavin Calculus and Related Topics
  8. Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
  9. Backward stochastic differential equations and partial differential equations with quadratic growth
  10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers