RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112)
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scientific article; zbMATH DE number 6776202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR |
scientific article; zbMATH DE number 6776202 |
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RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (English)
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19 September 2017
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backward stochastic differential equations
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default
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incomplete market
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