Work

Splitting Schemes for Backward Stochastic Differential Equations

Year: 2025

Type: article

Source: International Journal of Numerical Analysis and Modeling

DOI: 10.4208/ijnam2025-1025

Authors: Luying Zheng, Weidong Zhao

Institution: Shandong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409957448

FWCI: 0.974

Cites: 35

Cited by: 1

Related to: 10