scientific article; zbMATH DE number 1069628
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Publication:4356591
zbMath0898.90031MaRDI QIDQ4356591
Publication date: 8 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
backward stochastic differential equationsforward-backward SDEsfour step algorithmBally's schemerandom time discretization scheme
Microeconomic theory (price theory and economic markets) (91B24) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications to the sciences (65Z05)
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