An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations

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Publication:4986617

DOI10.4208/eajam.271119.200220zbMath1472.60114OpenAlexW3034653771MaRDI QIDQ4986617

Weidong Zhao, Yabing Sun

Publication date: 27 April 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.271119.200220




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