Weak approximation of second-order BSDEs (Q748313)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak approximation of second-order BSDEs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak approximation of second-order BSDEs |
scientific article |
Statements
Weak approximation of second-order BSDEs (English)
0 references
20 October 2015
0 references
backward stochastic differential equations
0 references
martingales
0 references
weak approximation
0 references
numerical scheme
0 references
robustness
0 references
0 references
0 references
0 references
0.7997916340827942
0 references
0.7956626415252686
0 references
0.7953277230262756
0 references
0.7851942181587219
0 references
