BOOK-CHAPTER
Discretization of backward stochastic Volterra integral equations
Christian BenderStanislav Pokalyuk
Year: 2012 Interdisciplinary mathematical sciences Pages: 245-278 Publisher: World Scientific
Keywords:
Discretization Volterra integral equation Mathematics Applied mathematics Integral equation Mathematical analysis
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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