Numerical simulation of BSDEs with drivers of quadratic growth (Q655587)
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scientific article; zbMATH DE number 5994514
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| English | Numerical simulation of BSDEs with drivers of quadratic growth |
scientific article; zbMATH DE number 5994514 |
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Numerical simulation of BSDEs with drivers of quadratic growth (English)
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4 January 2012
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bsdes
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driver of quadratic growth
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time discretization scheme
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0.9366424679756165
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0.8580201268196106
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0.85494464635849
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0.8495827913284302
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0.8420778512954712
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