Date of Publication:2006-01-01 Hits:
Affiliation of Author(s):数学学院
Journal:SIAM Journal of 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:2006-01-01
Date of Publication:2006-01-01