2020-01-16
Numerical finance with backward stochastic differential equations : an exploration of three schemes
Publication
Publication
Additional Metadata | |
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C.W. Oosterlee (Kees) | |
Technische Universiteit Delft | |
Organisation | Scientific Computing |
Chau, K. (2020, January 16). Numerical finance with backward stochastic differential equations : an exploration of three schemes. |