Pages that link to "Item:Q5119105"

The following pages link to A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105):

Displayed 2 items.

• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) ‎ (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) ‎ (← links)