Journal Articles
Stochastic Processes and their Applications
Year : 2004
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https://hal.science/hal-00103046
Submitted on : Tuesday, October 3, 2006-12:08:09 PM
Last modification on : Friday, March 24, 2023-2:52:48 PM
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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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