No label defined (Q3513400)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    0 references
    0 references
    0 references
    6 August 2008
    0 references
    0 references
    backward stochastic differential equation
    0 references
    barrier
    0 references
    penalization method
    0 references