Numerical simulation of quadratic BSDEs (Q259576): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 6554520 / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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time-discretization | |||
| Property / zbMATH Keywords: time-discretization / rank | |||
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numerical approximation | |||
| Property / zbMATH Keywords: numerical approximation / rank | |||
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Revision as of 14:06, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of quadratic BSDEs |
scientific article |
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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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