Plamen Turkedjiev
According to our database1,
Plamen Turkedjiev
authored at least 2 papers
in 2016.
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Bibliography
2016
Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs.
SIAM J. Sci. Comput., 2016
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions.
Math. Comput., 2016