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"Stochastic grid bundling method for backward stochastic differential ..."

Ki Wai Chau, Cornelis W. Oosterlee (2019)

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DOI: 10.1080/00207160.2019.1658868

access: closed

type: Journal Article

metadata version: 2020-04-09

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Ki Wai Chau, Cornelis W. Oosterlee:
Stochastic grid bundling method for backward stochastic differential equations. Int. J. Comput. Math. 96(11): 2272-2301 (2019)

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