A discrete-time approximation for doubly reflected BSDEs (Q3625648): Difference between revisions
From MaRDI portal
Latest revision as of 12:45, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A discrete-time approximation for doubly reflected BSDEs |
scientific article |
Statements
A discrete-time approximation for doubly reflected BSDEs (English)
0 references
6 May 2009
0 references
reflecting barriers
0 references
Euler schemes
0 references
forward-backward stochastic differential equations
0 references
convergence
0 references
0 references