Discrete-Time Approximation of BSDEs and Probabilistic Schemes for Fully Nonlinear PDEs
Date
2009Dewey
Probabilités et mathématiques appliquéesSujet
Numerical ProbabilityBook title
Advanced Financial ModellingAuthor
Schachermayer, WalterPublisher
Radon Series on Computational and Applied Mathematics, 8Year
2009ISBN
978-3-11-021313-3Collections
Metadata
Show full item recordAuthor
Bouchard, Bruno
Elie, Romuald
Touzi, Nizar