Numerical simulation of quadratic BSDEs (Q259576): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of quadratic BSDEs |
scientific article |
Statements
Numerical simulation of quadratic BSDEs (English)
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11 March 2016
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backward stochastic differential equations
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time-discretization
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numerical approximation
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