Release Time:2025-02-19 |
Hits:
Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations
Institution:数学学院
Title of Paper:An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations
Journal:East Asian Journal on Applied Mathematics
Key Words:Explicit scheme;second-order;decoupled FBSDE;error estimate.
First Author:Fu, Yu
Document Code:1395259720079511553
Volume:4
Issue:4
Page Number:368-385
Number of Words:10
Translation or Not:No
Date of Publication:2014-11