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Main positions:teaching and research
Degree:Doctor
Status:Employed
School/Department:School of Mathematics

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Weidong Zhao

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Date of Birth:1962-12-06

Gender:Male

Education Level:Postgraduate (Doctoral)

Alma Mater:Shandong University

Paper Publications

Current position: Home / Scientific Research / Paper Publications
An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations
Date of Publication:2014-11-01 Hits:

Affiliation of Author(s):数学学院
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:2014-11-01
Date of Publication:2014-11-01

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