Numerical simulation of BSDEs with drivers of quadratic growth (Q655587)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of BSDEs with drivers of quadratic growth |
scientific article |
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Numerical simulation of BSDEs with drivers of quadratic growth (English)
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4 January 2012
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bsdes
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driver of quadratic growth
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time discretization scheme
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