A fully quantization-based scheme for FBSDEs (Q2101958)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A fully quantization-based scheme for FBSDEs
scientific article

    Statements

    A fully quantization-based scheme for FBSDEs (English)
    0 references
    0 references
    0 references
    0 references
    7 December 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    FBSDEs
    0 references
    quantization
    0 references
    numerical scheme
    0 references
    0 references
    0 references