A numerical algorithm for a class of BSDEs via the branching process (Q2434758)
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scientific article; zbMATH DE number 6256141
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A numerical algorithm for a class of BSDEs via the branching process |
scientific article; zbMATH DE number 6256141 |
Statements
A numerical algorithm for a class of BSDEs via the branching process (English)
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7 February 2014
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numerical algorithm
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BSDEs
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branching process
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viscosity solution
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path dependent PDEs
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0.8754376769065857
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0.8527566194534302
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0.8123748302459717
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0.7936801314353943
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