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"Quantization-based approximation of reflected BSDEs with extended upper ..."

Rancy El Nmeir, Gilles Pagès (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-05-18

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2105-07684
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2105-07684
Rancy El Nmeir, Gilles Pagès:
Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization. CoRR abs/2105.07684 (2021)

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