JavaScript is disabled for your browser. Some features of this site may not work without it.
Numerical method for backward stochastic differential equations

Author
Ma, J.; Protter, P.; Martin, J. San; Torres, S.
Abstract
Numerical method for backward stochastic differential equations
Date Issued
2001-09Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1295
Type
technical report