"A Fully Quantization-based Scheme for FBSDEs."

Giorgia Callegaro, Alessandro Gnoatto, Martino Grasselli (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-05-31

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2105-09276
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2105-09276
Giorgia Callegaro, Alessandro Gnoatto, Martino Grasselli:
A Fully Quantization-based Scheme for FBSDEs. CoRR abs/2105.09276 (2021)

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