Statistics and Risk Management
Article
Lionnet,A;dos Reis,G;Szpruch,L
ANNALS OF APPLIED PROBABILITY
2018
28
4
2544-2591
10.1214/17-aap1366
CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH
NOVA Math > NOVA Math > NOVA Math Publications > CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH