Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401)
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scientific article; zbMATH DE number 7966435
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| English | Richardson extrapolation of the Euler scheme for backward stochastic differential equations |
scientific article; zbMATH DE number 7966435 |
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Richardson extrapolation of the Euler scheme for backward stochastic differential equations (English)
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14 January 2025
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backward stochastic differential equations
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Euler scheme
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Adomian decomposition
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Richardson extrapolation
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asymptotic error expansion
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0.9234157800674438
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0.7529252171516418
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0.7477565407752991
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0.7461597919464111
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