Release Time:2025-02-19 |
Hits:
Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations
Institution:数学学院
Title of Paper:High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations
Journal:Journal of Scientific Computing
Key Words:Finite difference method;Forward backward stochastic differential equations;Gauss-Hermite quadrature rule;Multi-step scheme;Time-space grid
First Author:TengLong
Document Code:1403165206040809473
Volume:87
Issue:3
Number of Words:10
Translation or Not:No
Date of Publication:2021-06