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- W2068532642 abstract "In this article we propose a numerical method for reflected backward stochastic differential equations (RBSDE). This method is based on the simple random walk, and the convergence is related to the Skorohod topology." @default.
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- W2068532642 date "2011-11-01" @default.
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- W2068532642 title "Numerical Method for Reflected Backward Stochastic Differential Equations" @default.
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- W2068532642 doi "https://doi.org/10.1080/07362994.2011.610162" @default.
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