Numerical Finance with Backward Stochastic Differential Equations: An Exploration of Three Schemes

Ki Wai Chau

Research output: Thesis › Dissertation (TU Delft)

195 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Numerical Finance with Backward Stochastic Differential Equations: An Exploration of Three Schemes'. Together they form a unique fingerprint.

INIS

Mathematics