Numerical method for FBSDEs of McKean–Vlasov type - Archive ouverte HAL
Article Dans Une Revue The Annals of Applied Probability Année : 2019

Numerical method for FBSDEs of McKean–Vlasov type

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hal-03950946 , version 1 (22-01-2023)

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Jean-François Chassagneux, Dan Crisan, François Delarue. Numerical method for FBSDEs of McKean–Vlasov type. The Annals of Applied Probability, 2019, 29 (3), ⟨10.1214/18-AAP1429⟩. ⟨hal-03950946⟩
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