Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605)
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scientific article; zbMATH DE number 6440394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Stability Analysis of the Euler Scheme for BSDEs |
scientific article; zbMATH DE number 6440394 |
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Numerical Stability Analysis of the Euler Scheme for BSDEs (English)
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27 May 2015
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backward stochastic differential equations (BSDEs)
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approximation
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numerical stability
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Euler scheme
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