Proceedings (American Bar Association. Section of International and Comparative Law)
2019 / 08 Vol. 21; Iss. 1
Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
Gobet, Emmanuel, Salas, José Germán López, Vázquez, CarlosVolume:
21
Language:
english
Journal:
Proceedings
DOI:
10.3390/proceedings2019021044
Date:
August, 2019
File:
PDF, 211 KB
english, 2019