Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes |
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Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (English)
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23 October 2013
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discrete-time approximation
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Euler scheme
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decoupled forward-backward SDE with jumps
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mall jumps
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Malliavin calculus
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