Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations

Publisher： Cambridge University Press

E-ISSN： 2079-7370|7|3|548-565

ISSN： 2079-7362

Source： East Asian Journal on Applied Mathematics, Vol.7, Iss.3, 2017-09, pp. : 548-565

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