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"Explicit θ-Schemes for Solving Anticipated Backward Stochastic ..."

Mingshang Hu, Lianzi Jiang (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-06-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1906-01793
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1906-01793
Mingshang Hu, Lianzi Jiang:
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations. CoRR abs/1906.01793 (2019)

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