Release Time:2025-02-19 |
Hits:
Weidong Zhao
+
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
A new kind of accurate numerical method for backward stochastic differential equations
Institution:数学学院
Title of Paper:A new kind of accurate numerical method for backward stochastic differential equations
Journal:SIAM JOURNAL ON SCIENTIFIC COMPUTING
Key Words:backward stochastic differential equations;Monte Carlo method;time-space discretization
First Author:赵卫东
Document Code:1395255660353949697
Volume:28
Issue:4
Page Number:1563-1581
Number of Words:10
Translation or Not:No
Date of Publication:2006-01