Numerical methods for backward stochastic differential equations
D. Chevance
| Year of publication: |
2008
|
|---|---|
| Authors: | Chevance, D. |
| Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 232-244
|
| Subject: | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723947