Work

High-Efficiency Explicit Multistep Schemes for Coupled Second-Order FBSDEs

Year: 2025

Type: article

Source: Advances in Applied Mathematics and Mechanics

DOI: 10.4208/aamm.oa-2024-0273

Authors: Bo Li, 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: W4414520112

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Cites: 29

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