Pages that link to "Item:Q518855"

The following pages link to A convolution method for numerical solution of backward stochastic differential equations (Q518855):

Displaying 5 items.

• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• A pricing option approach based on backward stochastic differential equation theory (Q2321651) (← links)
• A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)