Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6570922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simulation of BSDEs with jumps by Wiener chaos expansion |
scientific article; zbMATH DE number 6570922 |
Statements
Simulation of BSDEs with jumps by Wiener chaos expansion (English)
0 references
20 April 2016
0 references
backward stochastic differential equations
0 references
jumps
0 references
Wiener chaos expansion
0 references
numerical methods
0 references
0 references
0 references
0 references
0 references
0.9449626207351683
0 references
0.8956230878829956
0 references
0.8063799142837524
0 references
