Kossi Gnameho

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 2

Top Topics

Maximum A Posteriori Estimation

Generalized Gaussian

Stochastic Differential Equations

Top Venues

Monte Carlo Methods Appl.

Publications

Kossi Gnameho, Mitja Stadje, Antoon Pelsser
A gradient method for high-dimensional BSDEs. Monte Carlo Methods Appl. 30 (2) (2024)
Antoon Pelsser, Kossi Gnameho
A Monte Carlo method for backward stochastic differential equations with Hermite martingales. Monte Carlo Methods Appl. 25 (1) (2019)