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Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme

Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme
Paper文書・図像類
Fujii, Masaaki, Takahashi, Akihiko日本経済国際共同センター2011-06Discussion paper series. CIRJE-FCIRJE-F-802
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  • Subject HeadingBSDE FBSDE Four Step Scheme Asymptotic Expansion Malliavin Derivative Non-linear PDE CVA

Annual Report 2010(KAWAMURA Tetuya)

Annual Report 2010(KAWAMURA Tetuya)
Digital文書・図像類
KAWAMURA, Tetuya, 河村, 哲也国立大学法人お茶の水女子大学2012-01国立大学法人お茶の水女子大学 Annual Report 2010 -個人別教育研究報告-p.118-119
Other Libraries in Japan
  • Subject Heading...cal Method For Non-linear PDE

Annual Report 2008(KAWAMURA Tetuya)

Annual Report 2008(KAWAMURA Tetuya)
Digital文書・図像類
KAWAMURA, Tetuya, 河村, 哲也国立大学法人お茶の水女子大学2009-07国立大学法人お茶の水女子大学 Annual Report 2008 -個人別教育研究報告-p.404-405
Other Libraries in Japan
  • Subject Heading...al Methods for Non-linear PDE

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