Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
Bouchard, B. ; Touzi, N.
HAL, hal-00103046 / Harvested from HAL
Text on HAL
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00103046,
     author = {Bouchard, B. and Touzi, N.},
     title = {Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00103046}
}

Bouchard, B.; Touzi, N. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103046/