A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations (Q5296055): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:41, 5 March 2024
scientific article; zbMATH DE number 5176059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 5176059 |
Statements
A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations (English)
0 references
31 July 2007
0 references
backward stochastic differential equations
0 references
Monte Carlo method
0 references
time-space discretization
0 references
