"Numerical Methods for Backward Stochastic Differential Equations: A Survey."

Jared Chessari, Reiichiro Kawai (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-30

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2101-08936
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2101-08936
Jared Chessari, Reiichiro Kawai:
Numerical Methods for Backward Stochastic Differential Equations: A Survey. CoRR abs/2101.08936 (2021)

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