An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194)
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scientific article; zbMATH DE number 6947349
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| English | An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation |
scientific article; zbMATH DE number 6947349 |
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An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (English)
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4 October 2018
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backward stochastic differential equation
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discrete time approximation
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Monte Carlo simulation
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0.8171836733818054
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0.8040024042129517
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0.7973646521568298
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