A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Hyndman, Cody B., Ngou, Polynice OyonoVolume:
19
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-015-9449-4
Date:
March, 2017
File:
PDF, 1.19 MB
english, 2017