A Numerical Algorithm for a Class of BSDE Via Branching Process
Year of publication: |
2013
|
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Authors: | Henry-Labordere, Pierre |
Other Persons: | Tan, Xiaolu (contributor) ; Touzi, Nizar (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 4, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2211466 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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