NUMERICAL SIMULATION OF BSDES WITH DRIVERS OF QUADRATIC GROWTH
- 期刊名称The Annals of Applied Probability
- 作者Adrien Richou
- 卷第21卷
- 期第5期
- 印刷ISSN1050-5164
- 文件大小1538.46KB
- 发表时间2011-10
- DOI10.2307/23033349
- 页码1933-1964
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