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Numerical algorithms for backward stochastic differential equations with 1-D Brownian motion: conver
  • 期刊名称：ESAIM Math. Model. Numer. Anal.
  • 时间：0
  • 页码：335-360
  • 相关项目：金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
作者： Peng Shige|Xu Mingyu|
同期刊论文项目
金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
期刊论文 56 会议论文 9
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