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"Numerical approximation of singular forward-backward SDEs."

Jean-François Chassagneux, Mohan Yang (2022)

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DOI: 10.1016/J.JCP.2022.111459

access: closed

type: Journal Article

metadata version: 2023-08-28

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  - https://dblp.org/rec/journals/jcphy/ChassagneuxY22
Jean-François Chassagneux, Mohan Yang:
Numerical approximation of singular forward-backward SDEs. J. Comput. Phys. 468: 111459 (2022)

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