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  4. Oyono Ngou, Polynice [Author]; Hyndman, Cody [Author]

    A fourier interpolation method for numerical solution of FBSDEs : global convergence, stability, and higher order discretizations

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 9 vom: Aug., Artikel-ID 388, Seite 1-32

  5. Guerdouh, Dalila [Author]; Khelfallah, Nabil [Author]; Vives, Josep [Author]

    Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 3 vom: März, Artikel-ID 143, Seite 1-19

  8. Mtiraoui, Ahmed [Author] ; Toulon [Contributor]; Université de Sfax. Faculté des sciences. Département de mathématiques [Contributor]; Bahlali, Khaled [Contributor]; Nabli, Hédi [Contributor]

    I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées ; I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs

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    theses.fr, 2016-11-25

  12. Salhi, Rym [Author] ; Le Mans [Contributor]; Université de Tunis. Faculté des sciences de Tunis [Contributor]; Matoussi, Anis [Contributor]; Ouerdiane, Habib [Contributor]

    Contributions to quadratic backward stochastic differential equations with jumps and applications ; Contribution aux équations différentielles stochastiques rétrogrades quadratiques avec sauts et applications

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    theses.fr, 2019-09-25

  13. Manai, Arij [Author] ; Le Mans [Contributor]; Université de Tunis El-Manar. Faculté des Sciences de Tunis (Tunisie) [Contributor]; Matoussi, Anis [Contributor]; Ouerdiane, Habib [Contributor]

    Some contributions to backward stochastic differential equations and applications ; Quelques contributions aux équations différentielles stochastiques rétrogrades et leurs applications

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    theses.fr, 2019-09-19

  14. Chaudru de Raynal, Paul Éric [Author] ; Nice [Contributor]; Delarue, François [Contributor]

    Équations différentielles stochastiques : résolubilité forte d'équations singulières dégénérées ; analyse numérique de systèmes progressifs-rétrogrades de McKean-Vlasov ; Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type

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    theses.fr, 2013-12-06

  16. Fromm, Alexander [Author] ; Imkeller, Peter [Degree supervisor]; Ankirchner, Stefan [Degree supervisor]; Réveillac, Anthony [Degree supervisor]

    Theory and applications of decoupling fields for forward-backward stochastic differential equations

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    Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2015

  17. Liang, Jian [Author] ; Xu, Zhe [Other]; Li, Peter [Other]

    Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing

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    [S.l.]: SSRN, [2020]

  20. Ding, Deng [Author] ; Liu, Yiqi [Other]; Cao, Zhijie [Other]; Liu, Qiang [Other]

    A Regression Method Based on Characteristic Functions for Numerical Solutions of Forward-Backward Stochastic Differential Equations

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    [S.l.]: SSRN, [2014]