Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632)
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scientific article; zbMATH DE number 5949161
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| English | Numerical solutions of backward stochastic differential equations: a finite transposition method |
scientific article; zbMATH DE number 5949161 |
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Numerical solutions of backward stochastic differential equations: a finite transposition method (English)
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22 September 2011
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backward stochastic differential equations
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classical finite element method
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0.9425412
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0.9398635
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0.9310592
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0.9274016
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0.9245213
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