Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of backward stochastic differential equations: a finite transposition method |
scientific article |
Statements
Numerical solutions of backward stochastic differential equations: a finite transposition method (English)
0 references
22 September 2011
0 references
backward stochastic differential equations
0 references
classical finite element method
0 references
