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A first order semi-discrete algorithm for backward doubly stochastic differential equations
  • ISSN号：1531-3492
  • 期刊名称：Discrete and Continuous Dynamical Systems-Series B
  • 时间：2015.6.1
  • 页码：1297-1313
  • 相关项目：金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
作者： Yanzhao Cao|Yanzhao Cao|Weidong Zhao|Weidong Zhao|
同期刊论文项目
金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
期刊论文 260 会议论文 4 获奖 5
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