Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968)
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scientific article; zbMATH DE number 5278769
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| English | Convergence of solutions of discrete reflected backward SDE's and simulations |
scientific article; zbMATH DE number 5278769 |
Statements
Convergence of solutions of discrete reflected backward SDE's and simulations (English)
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26 May 2008
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reflected equations
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backward equations
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weak convergence
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discretization
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discrete backward equations
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0.8467333316802979
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0.8463656902313232
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0.8320286273956299
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0.8232567310333252
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0.8195889592170715
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