"On Numerical Approximations of Forward-Backward Stochastic Differential ..."

Jin Ma, Jie Shen, Yanhong Zhao (2008)

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DOI: 10.1137/06067393X

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type: Journal Article

metadata version: 2020-05-11

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Jin Ma, Jie Shen, Yanhong Zhao:
On Numerical Approximations of Forward-Backward Stochastic Differential Equations. SIAM J. Numer. Anal. 46(5): 2636-2661 (2008)

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