A Fourier Transform Method for Solving Backward Stochastic Differential Equations
Crossref DOI link: https://doi.org/10.1007/s11009-021-09860-y
Published Online: 2021-04-20
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ge, Yingming
Li, Lingfei http://orcid.org/0000-0002-1761-3458
Zhang, Gongqiu
Funding for this research was provided by:
Hong Kong Research Grant Council (14203418)
Text and Data Mining valid from 2021-04-20
Version of Record valid from 2021-04-20
Article History
Received: 9 February 2021
Revised: 17 March 2021
Accepted: 25 March 2021
First Online: 20 April 2021