Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs
Crossref DOI link: https://doi.org/10.1007/s11425-016-0178-8
Published Online: 2017-03-02
Published Print: 2017-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Yang
Yang, Jie
Zhao, WeiDong
License valid from 2017-03-02