A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1687-1847
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations ; volume:2021 ; number:1 ; day:16 ; month:4 ; year:2021 ; pages:1-13 ; date:12.2021
Advances in difference equations ; 2021, Heft 1 (16.4.2021), 1-13, 12.2021
- Creator
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Li, Xiaofei
Wu, Yi
Zhu, Quanxin
Hu, Songbo
Qin, Chuan
- Contributor
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SpringerLink (Online service)
- DOI
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10.1186/s13662-021-03361-5
- URN
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urn:nbn:de:101:1-2021060510062263643607
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:47 AM CEST
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Associated
- Li, Xiaofei
- Wu, Yi
- Zhu, Quanxin
- Hu, Songbo
- Qin, Chuan
- SpringerLink (Online service)
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