ESAIM: Proceedings and Surveys

Numerical approximation of general Lipschitz BSDEs with branching processes

Bruno Bouchard, Xiaolu Tan and Xavier Warin

ESAIM: ProcS, 65 (2019) 309-329

Published online: 02 April 2019

DOI: 10.1051/proc/201965309

Bruno Bouchard

Xiaolu Tan

Xavier Warin

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