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"Numerical approximation of singular Forward-Backward SDEs."

Jean-François Chassagneux, Mohan Yang (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-07-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-15496
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2106-15496
Jean-François Chassagneux, Mohan Yang:
Numerical approximation of singular Forward-Backward SDEs. CoRR abs/2106.15496 (2021)

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