Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07362990701670266 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2059113369 / rank | |||
Normal rank |
Revision as of 15:26, 19 March 2024
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)
0 references
21 February 2008
0 references
BSDE
0 references
discrete time approximation
0 references