An efficient third-order scheme for BSDEs based on nonequidistant difference scheme

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Publication:2200790

DOI10.1007/s11075-019-00822-7zbMath1462.65012arXiv1808.01564OpenAlexW3102500828MaRDI QIDQ2200790

Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim

Publication date: 22 September 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.01564




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