Pages that link to "Item:Q5001141"
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The following pages link to A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141):
Displaying 4 items.
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)