"Numerical approximation of BSDEs using local polynomial drivers and ..."

Bruno Bouchard et al. (2017)

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DOI: 10.1515/MCMA-2017-0116

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/BouchardTWZ17
Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou:
Numerical approximation of BSDEs using local polynomial drivers and branching processes. Monte Carlo Methods Appl. 23(4): 241-263 (2017)

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