Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/124168
Title: STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
Authors: YUAN PENG
Keywords: stochastic mesh, high-dimensional,BSDE
Issue Date: 12-Jan-2016
Citation: YUAN PENG (2016-01-12). STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION. ScholarBank@NUS Repository.
Abstract: Numerical application of stochastic mesh method in solving high-dimensional BSDEs
URI: http://scholarbank.nus.edu.sg/handle/10635/124168
Appears in Collections:Master's Theses (Open)

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
YuanP.pdf653.67 kBAdobe PDF

OPEN

NoneView/Download

Page view(s)

39
checked on Nov 2, 2018

Download(s)

44
checked on Nov 2, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.