Discrete time approximation of BSDEs driven by a Lévy process (Q5324866)
From MaRDI portal
scientific article; zbMATH DE number 5592137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time approximation of BSDEs driven by a Lévy process |
scientific article; zbMATH DE number 5592137 |
Statements
Discrete time approximation of BSDEs driven by a Lévy process (English)
0 references
8 August 2009
0 references
approximation scheme
0 references
BSDE
0 references
Lévy process
0 references
0 references
0 references
0 references
