A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Crossref DOI link: https://doi.org/10.1007/s11009-015-9449-4
Published Online: 2015-06-23
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hyndman, Cody B.
Ngou, Polynice Oyono
Funding for this research was provided by:
Natural Sciences and Engineering Research Council of Canada (Cody)
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