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A generalized θ-scheme for solving backward stochastic differential equations
  • ISSN号：1531-3492
  • 期刊名称：Discrete Contin. Dyn. Syst. Ser. B
  • 时间：2012.7.1
  • 页码：1585-1603
  • 相关项目：随机微分方程高性能数值算法理论与应用
作者： W. Zhao|Y. Li|G. Zhang|
同期刊论文项目
随机微分方程高性能数值算法理论与应用
期刊论文 84 会议论文 4
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