搜索结果: 1-1 共查到“理论经济学 quadratic growth”相关记录1条 . 查询时间(0.046 秒)
Results on numerics for FBSDE with drivers of quadratic growth
backward stochastic differential equation BSDE forward-backward stochastic differential equation
2010/4/28
We consider the problem of numerical approximation for forward-backward stochastic differential equations with drivers of quadratic growth (qgFBSDE). To illustrate the significance of qgFBSDE, we disc...