A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case (Q6237499)

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scientific article; zbMATH DE number 900151911
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A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case
scientific article; zbMATH DE number 900151911

    Statements

    publication date
    27 November 2012
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    arXiv classification
    math.OC
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    math.PR
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    author
    Idris Kharroubi
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    Thomas Lim
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    Identifiers

    arXiv ID
    1211.6231
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