Polynice Oyono Ngou

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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!

PublicationDate of PublicationType
A convolution method for numerical solution of backward stochastic differential equations
Methodology and Computing in Applied Probability
2017-03-30Paper
A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations2014-10-30Paper


Research outcomes over time


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