Simulation of BSDEs by Wiener chaos expansion

MLA

Briand, Philippe, and Céline Labart. Simulation of BSDEs by Wiener Chaos Expansion. 2012. EBSCOhost, https://doi.org/10.1214/13-AAP943.

APA

Briand, P., & Labart, C. (2012). Simulation of BSDEs by Wiener chaos expansion. https://doi.org/10.1214/13-AAP943

Chicago

Briand, Philippe, and Céline Labart. 2012. “Simulation of BSDEs by Wiener Chaos Expansion.” doi:10.1214/13-AAP943.