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"Multistep schemes for solving backward stochastic differential equations ..."

Lorenc Kapllani, Long Teng (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-12-08

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1909-13560
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1909-13560
Lorenc Kapllani, Long Teng:
Multistep schemes for solving backward stochastic differential equations on GPU. CoRR abs/1909.13560 (2019)

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