Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions. - Emmanuel Gobet; Plamen Turkedjiev (Math. Comput., 2016)

Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs. - Emmanuel Gobet; José G. López-Salas; Plamen Turkedjiev; Carlos Vázquez 002 (SIAM J. Sci. Comput., 2016)