Pages that link to "Item:Q654139"
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The following pages link to Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139):
Displaying 4 items.
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
