Plamen Turkedjiev

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

Emmanuel Gobet, Plamen Turkedjiev, E. Gobet, 2016, 1601.01186.

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

Plamen Turkedjiev, P. Turkedjiev, Plamen Turkedjiev, 2013, 1309.4378.

Approximation of discrete BSDE using least-squares regression

Emmanuel Gobet, Plamen Turkedjiev, E. Gobet, 2011 .

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

Emmanuel Gobet, Plamen Turkedjiev, E. Gobet, 2015, Math. Comput..