"Stochastic grid bundling method for backward stochastic differential ..."

Ki Wai Chau, Cornelis W. Oosterlee (2019)

> Home

Details and statistics

DOI: 10.1080/00207160.2019.1658868

access: closed

type: Journal Article

metadata version: 2025-01-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/ChauO19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/ChauO19
Ki Wai Chau, Cornelis W. Oosterlee:
Stochastic grid bundling method for backward stochastic differential equations. Int. J. Comput. Math. 96(11): 2272-2301 (2019)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.