Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
Authors:
- Jean-Philippe LemorJLJean-Philippe Lemor
Open Access
- 1 October 2006
- journal article
- Published by Bernoulli Society for Mathematical Statistics and Probability in Bernoulli
- Vol. 12 (5) , 889-916
Abstract
Project Euclid - mathematics and statistics onlineKeywords
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