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Numerical method for backward stochastic differential equations

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dc.contributor.authorMa, J.en_US
dc.contributor.authorProtter, P.en_US
dc.contributor.authorMartin, J. Sanen_US
dc.contributor.authorTorres, S.en_US
dc.date.accessioned2007-11-09T20:55:55Z
dc.date.available2007-11-09T20:55:55Z
dc.date.issued2001-09en_US
dc.description.abstractNumerical method for backward stochastic differential equationsen_US
dc.format.extent214191 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citation1295en_US
dc.identifier.urihttps://hdl.handle.net/1813/9175
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.titleNumerical method for backward stochastic differential equationsen_US
dc.typetechnical reporten_US

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