Discrete time approximation for continuously and discretely reflected BSDE's
Date
2008Dewey
Probabilités et mathématiques appliquéesSujet
Discrete-time approximation schemes; Numerical ProbabilityJournal issue
Stochastic Processes and their ApplicationsVolume
118Number
12Publication date
12-2008Article pages
2269-2293Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Chassagneux, Jean-François
Bouchard, Bruno