A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations (Q5296055)
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scientific article; zbMATH DE number 5176059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 5176059 |
Statements
A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations (English)
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31 July 2007
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backward stochastic differential equations
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Monte Carlo method
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time-space discretization
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