Discrete-time approximation of decoupled Forward–Backward SDE with jumps - Concepedia

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Discrete-time approximation of decoupled Forward–Backward SDE with jumps

140

Citations

30

References

2007

Year

Bruno Bouchard, Romuald Élie

Stochastic Processes and their Applications

Numerical AnalysisDiscrete-time ApproximationEngineeringStochastic ProcessesStochastic CalculusStochastic AnalysisApproximation TheoryStochastic Differential EquationJump Diffusions

References

	Year	Citations

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