Title : Numerical solutions of backward stochastic differential equations: A finite transposition method

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Affiliation of Author(s):数学学院

Title of Paper:Numerical solutions of backward stochastic differential equations: A finite transposition method

Journal:Comptes Rendus Mathematique，

All the Authors:Wang Penghui

First Author:Wang Penghui

Document Code:lw-104884

Volume:Vol. 349

Issue:15-16

Page Number:901

Number of Words:4

Translation or Not:no

Date of Publication:2011-08-01