A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations
Work
Year: 2013
Type: article
Authors Weidong Zhao, Wei Zhang, Lili Ju
Institutions Shandong University, Beijing Computational Science Research Center, University of South Carolina
Cites: 37
Cited by: 38
Related to: 10
FWCI: 3.951
Citation percentile (by year/subfield): 97.31
Subfield: Finance
Domain: Social Sciences
Open Access status: closed