"A numerical method for solving high-dimensional backward stochastic ..."

Akihiro Kaneko (2022)

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DOI: 10.14495/JSIAML.14.104

access: open

type: Journal Article

metadata version: 2024-10-06

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Akihiro Kaneko:
A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids. JSIAM Lett. 14: 104-107 (2022)

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