A Fourier-Cosine Method for an Efficient Computation of Solutions to BSDEs
Year of publication: |
2013
|
---|---|
Authors: | Ruijter, Marjon |
Other Persons: | Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2233823 [DOI] |
Classification: | C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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