Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of BSDEs with jumps by Wiener chaos expansion |
scientific article |
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Simulation of BSDEs with jumps by Wiener chaos expansion (English)
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20 April 2016
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backward stochastic differential equations
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jumps
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Wiener chaos expansion
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numerical methods
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