A discrete-time approximation for doubly reflected BSDEs (Q3625648)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time approximation for doubly reflected BSDEs |
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A discrete-time approximation for doubly reflected BSDEs (English)
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6 May 2009
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reflecting barriers
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Euler schemes
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forward-backward stochastic differential equations
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convergence
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