ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

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Publication:6191796

DOI10.4208/nmtma.oa-2023-0060OpenAlexW4387768497MaRDI QIDQ6191796

Weidong Zhao, Shuixin Fang

Publication date: 11 March 2024

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/nmtma.oa-2023-0060






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