Discrete-Time Approximation and Monte-Carlo Simulation of Backward Stochastic Differential Equations
Date
2004Dewey
Probabilités et mathématiques appliquéesSujet
Méthode de Monte-Carlo; Numerical ProbabilityJournal issue
Stochastic Processes and their ApplicationsVolume
111Number
2Publication date
06-2004Article pages
175-206Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Touzi, Nizar
Bouchard, Bruno