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"A Stable Multistep Scheme for Solving Backward Stochastic Differential ..."

Weidong Zhao, Guannan Zhang, Lili Ju (2010)

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DOI: 10.1137/09076979X

access: closed

type: Journal Article

metadata version: 2021-10-14

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Weidong Zhao, Guannan Zhang, Lili Ju:
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations. SIAM J. Numer. Anal. 48(4): 1369-1394 (2010)

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