Results on numerics for FBSDE with drivers of quadratic growth
Year of publication: |
2010
|
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Authors: | Imkeller, Peter ; Reis, Gonçalo dos ; Zhang, Jianing |
Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 159-182
|
Subject: | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Theorie | Theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | FBSDE = forward-backward stochastic differential equations |
Source: | ECONIS - Online Catalogue of the ZBW |
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