Release Time:2022-04-20 |
Hits:
Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs
Institution:数学学院
Title of Paper:Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs
Journal:Science China Mathematics
First Author:Yang Li
All the Authors:Jie Yang,Weidong Zhao
Volume:60
Issue:5
Page Number:923-948
Translation or Not:No
Date of Publication:2017-01