Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886): Difference between revisions

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Latest revision as of 20:23, 11 July 2024

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Simulation of BSDEs with jumps by Wiener chaos expansion
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    Simulation of BSDEs with jumps by Wiener chaos expansion (English)
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    20 April 2016
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    backward stochastic differential equations
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    jumps
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    Wiener chaos expansion
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    numerical methods
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