Convergence and Qualitative Properties of Modified Explicit Schemes for Bsdes with Polynomial Growth

AuthID
P-00Q-CE9
Tipo de Documento
Article
Year published
2018
Publicado
in ANNALS OF APPLIED PROBABILITY, ISSN: 1050-5164
Volume: 28, Número: 4, Páginas: 2544-2591 (48)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-85052696829
Wos: WOS:000441162200016
Source Identifiers
ISSN: 1050-5164
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