Lionnet, Arnaud
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
2016/07/22 by Arnaud Lionnet, Gonçalo dos Reis, Lionnet, Arnaud +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications