One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations (Q5128444)
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scientific article; zbMATH DE number 7267478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7267478 |
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One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations (English)
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27 October 2020
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backward stochastic differential equations
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one-step multi-derivative methods
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\(\theta\)-method
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Itô-Taylor expansion
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third-order accuracy
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