Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

Lionnet, Arnaud; dos Reis, Gonçalo; Lukasz, Szpruch

oai:pure.atira.dk:openaire_cris_publications/f6170f15-cb9f-4e41-9ca2-13a51906b734

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

Authors: Arnaud Lionnet
Gonçalo dos Reis
Szpruch Lukasz
Publication date: August 9, 2018
Publisher: 'Institute of Mathematical Statistics'
Doi: DOI:10.1214/17-AAP1366

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