Author:
Hu Mingshang,Jiang Lianzi
Funder
National Natural Science Foundation of China
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference37 articles.
1. Pricing and hedging derivative securities in markets with uncertain volatilities;Avellaneda;Appl. Math. Finance,1995
2. Approximation scheme for solutions of BSDE;Bally,1997
3. A forward scheme for backward SDEs;Bender;Stoch. Process. Appl.,2007
4. Linear multistep schemes for BSDEs;Chassagneux;SIAM J. Numer. Anal.,2014
5. Numerical stability analysis of the Euler scheme for BSDEs;Chassagneux;SIAM J. Numer. Anal.,2015
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献