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Journal Articles Stochastic Processes and their Applications Year : 2004

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

N. Touzi
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hal-00103046 , version 1 (03-10-2006)

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  • HAL Id : hal-00103046 , version 1

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Bruno Bouchard, N. Touzi. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Stochastic Processes and their Applications, 2004, 111 n.2, pp.175-206. ⟨hal-00103046⟩
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