Work

Splitting Schemes for Second-Order Backward Stochastic Differential Equations

Year: 2025

Type: article

Source: Numerical Mathematics Theory Methods and Applications

DOI: 10.4208/nmtma.oa-2025-0023

Authors: Bo Li, Weidong Zhao, Luying Zheng

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: W4414523127

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Cites: 34

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