Numerical Algorithms for Forward-Backward Stochastic Differential Equations
Work
Year: 2006
Type: article
Authors Grigori N. Milstein, M. V. Tretyakov
Cites: 27
Cited by: 100
Related to: 10
FWCI: 2.466
Citation percentile (by year/subfield): 97.64
Subfield: Finance
Domain: Social Sciences
Open Access status: closed