A Fourier transform method for solving backward stochastic differential equations

From MaRDI portal
Publication:2671235

DOI10.1007/s11009-021-09860-yzbMath1487.65008OpenAlexW3152504017WikidataQ115381836 ScholiaQ115381836MaRDI QIDQ2671235

Gongqiu Zhang, Yingming Ge, Lingfei Li

Publication date: 3 June 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09860-y




Related Items (1)



Cites Work




This page was built for publication: A Fourier transform method for solving backward stochastic differential equations