Concepedia

Plamen Turkedjiev

PT

5

Publications

212

Citations

5

H-Index

2015

Active since

Affiliations

École Polytechnique(Current)

Centre de Mathématiques Appliquées de l'École polytechnique

Centre National de la Recherche Scientifique

Plamen Turkedjiev is an author at École Polytechnique specializing in engineering, numerical analysis, and computer science.

Top concepts

Publications per year

2015–2016

5

Publications

5

Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

Emmanuel Gobet, Plamen Turkedjiev · Mathematics of Computation · 2015 · 79 citations · Full text

, , +14

Stratified Regression Monte-Carlo Scheme for Semilinear PDEs and BSDEs with Large Scale Parallelization on GPUs

Emmanuel Gobet, José Germán López-Salas, Plamen Turkedjiev et al. · SIAM Journal on Scientific Computing · 2016 · 49 citations · Full text

, , +18

Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression

Emmanuel Gobet, Plamen Turkedjiev · Bernoulli · 2015 · 42 citations · Full text

Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations

Emmanuel Gobet, Plamen Turkedjiev · Stochastic Processes and their Applications · 2016 · 27 citations · Full text

, , +7

Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions

Plamen Turkedjiev · Electronic Journal of Probability · 2015 · 15 citations · Full text

, , +15

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