A numerical algorithm for a class of BSDEs via the branching process

Published 2013 View Full Article

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Title
A numerical algorithm for a class of BSDEs via the branching process
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 124, Issue 2, Pages 1112-1140
Publisher
Elsevier BV
Online
2013-10-27
DOI
10.1016/j.spa.2013.10.005

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