An efficient third-order scheme for BSDEs based on nonequidistant difference scheme
Crossref DOI link: https://doi.org/10.1007/s11075-019-00822-7
Published Online: 2019-11-16
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pak, Chol-Kyu https://orcid.org/0000-0002-7973-4116
Kim, Mun-Chol
Rim, Chang-Ho
Text and Data Mining valid from 2019-11-16
Version of Record valid from 2019-11-16
Article History
Received: 7 August 2018
Accepted: 9 October 2019
First Online: 16 November 2019