Work

Numerical Methods for Backward Stochastic Differential Equations

Year: 1997

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9781139173056.013

Author: D. Chevance

Institution: Université d'Orléans

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W84156084

FWCI: 2.671

Cites:

Cited by: 100

Related to: 10