A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case (Q6237499)

From MaRDI portal
scientific article; zbMATH DE number 900151911
Language Label Description Also known as
English
A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case
scientific article; zbMATH DE number 900151911

    Statements

    27 November 2012
    0 references
    0 references
    math.OC
    0 references
    math.PR
    0 references
    0 references
    0 references