A Posteriori Estimates for Backward SDEs (Q5397867)
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scientific article; zbMATH DE number 6261286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Posteriori Estimates for Backward SDEs |
scientific article; zbMATH DE number 6261286 |
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A Posteriori Estimates for Backward SDEs (English)
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25 February 2014
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BSDE
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numerical approximation
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Monte Carlo simulation
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