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Journal articles

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

Bruno Bouchard 1 N. Touzi
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
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Journal articles
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https://hal.archives-ouvertes.fr/hal-00103046
Contributor : Serena Benassù Connect in order to contact the contributor
Submitted on : Tuesday, October 3, 2006 - 12:08:09 PM
Last modification on : Friday, October 2, 2020 - 3:12:02 PM

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  • HAL Id : hal-00103046, version 1

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CNRS | UNIV-PARIS7 | INSMI | UPMC | USPC | PMA | SORBONNE-UNIVERSITE | SU-SCIENCES | UNIV-PARIS

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Bruno Bouchard, N. Touzi. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Processes and their Applications, Elsevier, 2004, 111 n.2, pp.175-206. ⟨hal-00103046⟩

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