Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation of BSDEs with jumps by Wiener chaos expansion |
scientific article; zbMATH DE number 6570922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of BSDEs with jumps by Wiener chaos expansion |
scientific article; zbMATH DE number 6570922 |
Statements
Simulation of BSDEs with jumps by Wiener chaos expansion (English)
0 references
20 April 2016
0 references
backward stochastic differential equations
0 references
jumps
0 references
Wiener chaos expansion
0 references
numerical methods
0 references
0 references
0 references
0 references
0 references
