Kennisplein > A Monte Carlo method for backward stochastic differential equations with Hermite martingales

A Monte Carlo method for backward stochastic differential equations with Hermite martingales

Academic Paper

10 February 2020

Full paper (pdf)

Associated project

Read It Back Later

Share via email

Downloads

Full paper (pdf)

Stay up to Date?

Want to stay up to date on research, meetings and news? Sign up for the monthly Netspar newsletter.

Sign up for newsletter

Researchers

Kossi Gnameho

Antoon Pelsser