List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A convolution method for numerical solution of backward stochastic differential equations Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
| A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations | 2014-10-30 | Paper |
Research outcomes over time
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