A numerical algorithm for a class of BSDEs via the branching process (Q2434758)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical algorithm for a class of BSDEs via the branching process |
scientific article |
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A numerical algorithm for a class of BSDEs via the branching process (English)
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7 February 2014
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numerical algorithm
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BSDEs
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branching process
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viscosity solution
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path dependent PDEs
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