Pages that link to "Item:Q892339"
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The following pages link to Discretisation of FBSDEs driven by càdlàg martingales (Q892339):
Displaying 6 items.
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
- The COS method for option valuation under the SABR dynamics (Q4641563) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
