Crank-Nicolson scheme and its error estimates for backward...

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Acta Mathematicae Applicatae Sinica, English Series 2009 / 11

Crank-Nicolson scheme and its error estimates for backward stochastic differential equations

Wang, Jin-lei, Luo, Chen-xi, Zhao, Wei-Dong
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Language:
english
Journal:
Acta Mathematicae Applicatae Sinica, English Series
DOI:
10.1007/s10255-009-9051-z
Date:
November, 2009
File:
PDF, 236 KB
english, 2009
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