A regression-based numerical scheme for backward stochastic differential equations
Crossref DOI link: https://doi.org/10.1007/s00180-017-0763-x
Published Online: 2017-09-09
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ding, Deng
Li, Xiaofei
Liu, Yiqi
Funding for this research was provided by:
Research Grant from University of Macau (MYRG068(Y1-L2)-FST13-DD)
Science and Technology Development Fund, Macao S.A.R. FDCT (081/2016/A2)
License valid from 2017-09-09