Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps
Work
Year: 2016
Type: article
Source: Journal of Scientific Computing
Authors Yu Fu, Weidong Zhao, Tao Tang
Institutions Shandong University of Finance and Economics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Cites: 23
Cited by: 22
Related to: 10
FWCI: 2.193
Citation percentile (by year/subfield): 92.51
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant ID 11571351