Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random walk approximation of BSDEs with Hölder continuous terminal condition |
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Random walk approximation of BSDEs with Hölder continuous terminal condition (English)
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5 December 2019
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backward stochastic differential equations
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numerical scheme
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random walk approximation
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speed of convergence
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