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New kinds of high-order multi-step schemes for coupled forward backward stochastic differential equa
  • 期刊名称：SIAM J. on Scientific Computing
  • 时间：2014.12.12
  • 页码：1731-1751
  • 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： 2. Weidong Zhao, Yu Fu|Tao Zhou|
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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