New Second-Order Schemes for Forward Backward Stochastic Differential Equations (Q4985215)
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scientific article; zbMATH DE number 7336715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Second-Order Schemes for Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7336715 |
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New Second-Order Schemes for Forward Backward Stochastic Differential Equations (English)
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22 April 2021
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forward backward stochastic differential equations
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Feynman-Kac formula
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difference approximation
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second-order scheme
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