"A Parallel Algorithm for solving BSDEs - Application to the pricing and ..."

Céline Labart, Jérôme Lelong (2011)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1102-4666
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1102-4666
Céline Labart, Jérôme Lelong:
A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options. CoRR abs/1102.4666 (2011)

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