Statistics and Risk Management
Article
Imkeller,P;Dos Reis,G
Stochastic Processes and their Applications
2010
120
3
348-379
10.1016/j.spa.2009.11.004
Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
NOVA Math > NOVA Math > NOVA Math Publications > Path regularity and explicit convergence rate for BSDE with truncated quadratic growth