Plamen Turkedjiev
Identifiers
- name variant Plamen Turkedjiev 0.60 · backfill
Papers (3)
- Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression math.ST · 2016 · author #2
- Multilevel approximation of backward stochastic differential equations math.PR · 2014 · author #2
- Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions math.PR · 2013 · author #1
Mentions
Frequent Coauthors
- Dirk Becherer 1 shared papers
- Emmanuel Gobet 1 shared papers