In this thesis, we provide convergent numerical solutions to non-linear forward-BSDEs (Backward Stochastic Differential Equations). Applications in mathematical finance, financial economics and financial econometrics are discussed. Numerical examples show the effectiveness of our methods.
| Identifer | oai:union.ndltd.org:bu.edu/oai:open.bu.edu:2144/26430 |
| Date | 30 October 2017 |
| Creators | Zhang, Liangliang |
| Source Sets | Boston University |
| Language | en_US |
| Detected Language | English |
| Type | Thesis/Dissertation |
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