An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation |
scientific article |
Statements
An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (English)
0 references
4 October 2018
0 references
backward stochastic differential equation
0 references
discrete time approximation
0 references
Monte Carlo simulation
0 references
0 references
0 references
