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"A New Kind of Accurate Numerical Method for Backward Stochastic ..."

Weidong Zhao, Lifeng Chen, Shige Peng (2006)

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DOI: 10.1137/05063341X

access: closed

type: Journal Article

metadata version: 2020-07-30

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  - https://dblp.org/rec/journals/siamsc/ZhaoCP06
Weidong Zhao, Lifeng Chen, Shige Peng:
A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations. SIAM J. Sci. Comput. 28(4): 1563-1581 (2006)

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