A discrete-time approximation for doubly reflected BSDEs (Q3625648): Difference between revisions

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Latest revision as of 12:45, 1 July 2024

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A discrete-time approximation for doubly reflected BSDEs
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    A discrete-time approximation for doubly reflected BSDEs (English)
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    6 May 2009
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    reflecting barriers
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    Euler schemes
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    forward-backward stochastic differential equations
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    convergence
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