Numerical Stability Analysis of the Euler Scheme for BSDEs
- 期刊名称SIAM Journal on Numerical Analysis
- 作者Chassagneux, Jean-François; Richou, Adrien
- 卷第53卷
- 期第2期
- 印刷ISSN0036-1429
- 电子ISSN1095-7170
- 文件大小480.55KB
- 发表时间2015-01
- DOI10.1137/140977047
- 页码1172-1193
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