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Second-order schemes for solving decoupled forward backward stochastic differential equations
  • ISSN号：1674-7283
  • 期刊名称：Sci. China Math.
  • 时间：2014
  • 页码：665-686
  • 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|Y. Fu|
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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