hal-00795489

title_s

Numerical Method for Reflected Backward Stochastic Differential Equations

auteur

Miguel Martínez, Jaime San Martín, Soledad Torres

journal

Stochastic Analysis and Applications

volume

29

numero

6

pages

1008-1032

doi

10.1080/07362994.2011.610162

fichier_autre

http://americanae.aecid.es/americanae/es/registros/registro.do?tipoRegistro=MTD…

origine_autre

openaccess

annee

2011