scientific article
From MaRDI portal
Publication:3550821
zbMath1185.93002MaRDI QIDQ3550821
Publication date: 6 April 2010
Full work available at URL: http://pastel.paristech.org/2061/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
Related Items (6)
Functionals of a Lévy process on canonical and generic probability spaces ⋮ Swing Options Valuation: A BSDE with Constrained Jumps Approach ⋮ Asymptotic expansion for forward-backward SDEs with jumps ⋮ Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems ⋮ Discrete-time approximation of decoupled Forward-Backward SDE with jumps ⋮ Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
This page was built for publication:
