Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
Crossref DOI link: https://doi.org/10.1134/S0081543814080094
Published Online: 2015-01-24
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kutoyants, Yury A.
Text and Data Mining valid from 2014-12-01