A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations (Q5156963)
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scientific article; zbMATH DE number 7409048
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| English | A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations |
scientific article; zbMATH DE number 7409048 |
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A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (English)
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12 October 2021
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Lagrange interpolation
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derivative approximation
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coupled forward backward stochastic differential equations
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explicit multistep scheme
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0.8728672862052917
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0.8719636797904968
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0.8506252765655518
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0.8498032689094543
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