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20022011
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2010Show all

12 papers · 1 filter

math.AP201012 cited

Global uniqueness and reconstruction for the multi-channel Gel'fand-Calderón inverse problem in two dimensions

Roman Novikov, Matteo Santacesaria

We study the multi-channel Gel'fand-Calderón inverse problem in two dimensions, i.e. the inverse boundary value problem for the equation , , where is a…

q-fin.PR2010

A finite dimensional approximation for pricing moving average options

Marie Bernhart, Peter Tankov, Xavier Warin

We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of th…

math.AP20109 cited

Large time asymptotics for the Grinevich-Zakharov potentials

Anna Kazeykina, Roman Novikov

In this article we show that the large time asymptotics for the Grinevich-Zakharov rational solutions of the Novikov-Veselov equation at positive energy (an analog of KdV in 2+1 di…

math.ST20106 cited

Low rank Multivariate regression

Christophe Giraud

We consider in this paper the multivariate regression problem, when the target regression matrix is close to a low rank matrix. Our primary interest in on the practical case wh…

math.AP201032 cited

A global stability estimate for the Gel'fand-Calderon inverse problem in two dimensions

Roman Novikov, Matteo Santacesaria

We prove a global logarithmic stability estimate for the Gel'fand-Calderon inverse problem on a two-dimensional domain.

math.PR20102 cited

FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

Gonçalo dos Reis, Anthony Réveillac, Jianing Zhang

We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic differential equations with time delayed generators (delay BSDE). We give moment and a priori est…