Numerical simulation of quadratic BSDEs (Q259576)
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scientific article; zbMATH DE number 6554520
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical simulation of quadratic BSDEs |
scientific article; zbMATH DE number 6554520 |
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Numerical simulation of quadratic BSDEs (English)
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11 March 2016
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backward stochastic differential equations
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time-discretization
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numerical approximation
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0.9539844
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0.9011652
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0.8993201
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0.89519423
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0.8868111
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0.88655937
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