Plamen Turkedjiev

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 3

Top Topics

Monte Carlo Methods

Stochastic Differential Equations

Maximum A Posteriori Estimation

General Conditions

Top Venues

SIAM J. Sci. Comput.

Publications

Emmanuel Gobet, José G. López-Salas, Plamen Turkedjiev, Carlos Vázquez
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. CoRR (2024)
Emmanuel Gobet, José G. López-Salas, Plamen Turkedjiev, Carlos Vázquez
Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs. SIAM J. Sci. Comput. 38 (6) (2016)
Emmanuel Gobet, Plamen Turkedjiev
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions. Math. Comput. 85 (299) (2016)