Pages that link to "Item:Q2671235"
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The following pages link to A Fourier transform method for solving backward stochastic differential equations (Q2671235):
Displaying 6 items.
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- On the wavelet-based SWIFT method for backward stochastic differential equations (Q4555963) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189) (← links)