Numerical simulation of BSDEs with drivers of quadratic growth (Q655587)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of BSDEs with drivers of quadratic growth |
scientific article |
Statements
Numerical simulation of BSDEs with drivers of quadratic growth (English)
0 references
4 January 2012
0 references
bsdes
0 references
driver of quadratic growth
0 references
time discretization scheme
0 references
