![](/img/cover-not-exists.png)
Analytical Approximations of BSDEs with Nonsmooth Driver
Gobet, Emmanuel, Pagliarani, StefanoVolume:
6
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/14100021X
Date:
January, 2015
File:
PDF, 432 KB
english, 2015