Efficient numerical Fourier methods for coupled forward–backward SDEs - Concepedia

Concepedia

Publication | Open Access

Efficient numerical Fourier methods for coupled forward–backward SDEs

DOI Full Paper Access

24

Citations

22

References

2015

Year

T.P. Huijskens, M. J. Ruijter, Cornelis W. Oosterlee

Journal of Computational and Applied Mathematics

Numerical AnalysisNumerical ComputationInverse ProblemsForward–backward SdesNumerical Method For Partial Differential Equation

References

	Year	Citations

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