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Multistep schemes for solving backward stochastic differential equations on GPU

Crossref DOI link: https://doi.org/10.1186/s13362-021-00118-3

Published Online: 2022-01-28

Published Print: 2022-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kapllani, Lorenc https://orcid.org/0000-0002-4521-0744
Teng, Long
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Text and Data Mining valid from 2022-01-28

Version of Record valid from 2022-01-28
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Article History

Received: 20 July 2021

Accepted: 29 December 2021

First Online: 28 January 2022

Declarations

:

: The authors declare that they have no competing interests.