Results on Numerics for Fbsde with Drivers of Quadratic Growth

AuthID
P-00P-YTD
3
Author(s)
Imkeller, P
·
Zhang, JN
2
Editor(es)
Chiarella,C;Novikov,A
Tipo de Documento
Proceedings Paper
Year published
2010
Publicado
in CONTEMPORARY QUANTITATIVE FINANCE: ESSAYS IN HONOUR OF ECKHARD PLATEN
Páginas: 159-+ (2)
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Publication Identifiers
Wos: WOS:000283529700009
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