On Numerical Approximations of Forward-Backward Stochastic Differential Equations (Q3642896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Numerical Approximations of Forward-Backward Stochastic Differential Equations |
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On Numerical Approximations of Forward-Backward Stochastic Differential Equations (English)
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6 November 2009
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forward-backward stochastic differential equations
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four step scheme
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Hermite-spectral method
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convergence rate
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