Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465): Difference between revisions
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scientific article; zbMATH DE number 5237570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers |
scientific article; zbMATH DE number 5237570 |
Statements
Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (English)
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21 February 2008
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BSDE
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discrete time approximation
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