On approximation of BSDE and multi-step MLE-processes

Probability, Uncertainty and Quantitative Risk 2016 / 12 Vol. 1; Iss. 1

On approximation of BSDE and multi-step MLE-processes

Yu A. Kutoyants
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Volume:
1
Language:
english
Journal:
Probability, Uncertainty and Quantitative Risk
DOI:
10.1186/s41546-016-0005-0
Date:
December, 2016
File:
PDF, 578 KB
english, 2016
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