Numerical methods for backward stochastic differential equations
D. Chevance
Year of publication: |
2008
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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
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Subject: | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Optionspreistheorie | Option pricing theory |
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