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scientific article; zbMATH DE number 1069628
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scientific article; zbMATH DE number 1069628

    Statements

    author
    D. Chevance
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    publication date
    8 November 1998
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    zbMATH Keywords
    backward stochastic differential equations
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    random time discretization scheme
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    Bally's scheme
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    four step algorithm
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    forward-backward SDEs
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    65Z05
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    91B28
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    60H15
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    zbMATH DE Number
    1069628
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