"Iterative Improvement of Lower and Upper Bounds for Backward SDEs."

Christian Bender, Christian Gärtner, Nikolaus Schweizer (2017)

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DOI: 10.1137/16M1081348

access: closed

type: Journal Article

metadata version: 2022-12-07

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Christian Bender, Christian Gärtner, Nikolaus Schweizer:
Iterative Improvement of Lower and Upper Bounds for Backward SDEs. SIAM J. Sci. Comput. 39(2) (2017)

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