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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9175
Title: Numerical method for backward stochastic differential equations
Authors: Ma, J.
Protter, P.
Martin, J. San
Torres, S.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Sep-2001
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 1295
Abstract: Numerical method for backward stochastic differential equations
URI: http://hdl.handle.net/1813/9175
Appears in Collections:ORIE Technical Reports

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