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Multi-stage Euler–Maruyama methods for backward stochastic ..:
Kaneko, Akihiro
Japan Journal of Industrial and Applied Mathematics. 41 (2024) 2 - p. 1223-1276 , 2024
Link:
https://doi.org/10.1007/s13160-024-00649-3
RT Journal T1 <Title>Multi-stage Euler–Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s13160-024-00649-3&Exemplar=1&LAN=DE A1 Kaneko, Akihiro PB Springer Science and Business Media LLC YR 2024 SN 0916-7005 SN 1868-937X JF Japan Journal of Industrial and Applied Mathematics VO 41 IS 2 SP 1223 OP 1276 LK http://dx.doi.org/https://doi.org/10.1007/s13160-024-00649-3 DO https://doi.org/10.1007/s13160-024-00649-3 SF ELIB - SuUB Bremen
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