Numerical simulation of BSDEs with drivers of quadratic growth
- 期刊名称The Annals of Applied Probability
- 作者Richou, Adrien
- 卷第21卷
- 期第5期
- 印刷ISSN1050-5164
- 文件大小280.90KB
- 发表时间2011-10
- DOI10.1214/10-AAP744
- 页码1933-1964
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