A polynomial scheme of asymptotic expansion for backward SDEs and option pricing
2015 ◽
Vol 16
(3)
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pp. 427-445
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2015 ◽
Vol 02
(02)
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pp. 1550020
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2018 ◽
Vol 19
(2)
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pp. 211-226
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Keyword(s):
2017 ◽
Vol 311
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pp. 11-37
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2017 ◽
Vol 47
(6)
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pp. 1328-1349
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2016 ◽
Vol 23
(4)
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pp. 337-373
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2004 ◽
Vol 7
(3)
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pp. 189-223
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