Cubature method to solve BSDEs: Error expansion and complexity control.
Authors
Publication date
- CHASSAGNEUX Jean francois
- GARCIA TRILLOS Camilo a.
2020
Publication type
Journal Article
Summary
No summary available.
Publisher
American Mathematical Society (AMS)
-
No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr