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Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Gobet, Emmanuel, Richou, Adrien, Szpruch, Lukasz
Format:	Preprint
Publié:	2024
Sujets:	Numerical Analysis Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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