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dc.contributor.authorBouchard, Bruno
dc.contributor.authorElie, Romuald
dc.contributor.authorTouzi, Nizar
dc.date.accessioned2009-09-25T11:18:47Z
dc.date.available2009-09-25T11:18:47Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/1950
dc.language.isoenen
dc.subjectNumerical Probability
dc.subject.ddc519en
dc.titleDiscrete-Time Approximation of BSDEs and Probabilistic Schemes for Fully Nonlinear PDEs
dc.typeChapitre d'ouvrage
dc.identifier.citationpages91-124
dc.relation.ispartoftitleAdvanced Financial Modelling
dc.relation.ispartofeditorSchachermayer, Walter
dc.relation.ispartofpublnameRadon Series on Computational and Applied Mathematics, 8
dc.relation.ispartofdate2009
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.ispartofisbn978-3-11-021313-3
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2017-09-22T16:51:13Z


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