A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multi-step scheme based on cubic spline for solving backward stochastic differential equations |
scientific article; zbMATH DE number 7172978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A multi-step scheme based on cubic spline for solving backward stochastic differential equations |
scientific article; zbMATH DE number 7172978 |
Statements
A multi-step scheme based on cubic spline for solving backward stochastic differential equations (English)
0 references
24 February 2020
0 references
backward stochastic differential equations
0 references
multi-step scheme
0 references
cubic splines
0 references
time-space grid
0 references
Gauss-Hermite quadrature rule
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9199315
0 references
0.8975554
0 references
0.8975554
0 references
0.8889072
0 references
0.88818324
0 references
0.88663447
0 references
0.88448834
0 references
0.8831434
0 references
0.88297665
0 references
