Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465): Difference between revisions

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Latest revision as of 17:25, 27 June 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

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    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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