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"A fully quantization-based scheme for FBSDEs."

Giorgia Callegaro, Alessandro Gnoatto, Martino Grasselli (2023)

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DOI: 10.1016/J.AMC.2022.127666

access: closed

type: Journal Article

metadata version: 2022-12-25

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Giorgia Callegaro, Alessandro Gnoatto, Martino Grasselli:
A fully quantization-based scheme for FBSDEs. Appl. Math. Comput. 441: 127666 (2023)

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