Pages that link to "Item:Q5065083"
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The following pages link to A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083):
Displaying 5 items.
- High order method for Black-Scholes PDE (Q1732487) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Asymptotic high-order schemes for integro-differential problems arising in markets with jumps (Q2496604) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)