A numerical algorithm for a class of BSDEs via the branching process (Q2434758)

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A numerical algorithm for a class of BSDEs via the branching process
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    Statements

    title
    A numerical algorithm for a class of BSDEs via the branching process (English)
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    author
    Xiaolu Tan
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    Nizar Touzi
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    publication date
    7 February 2014
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6256141
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    OpenAlex ID
    W3025390840
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    arXiv ID
    1302.4624
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