有关BSDE数值解的三篇文献,
A NEW KIND OF ACCURATE NUMERICAL METHOD FOR
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
NUMERICAL METHODS FOR FORWARD–BACKWARD
STOCHASTIC DIFFERENTIAL EQUATIONS
Simulations and calculations of stochastic differential
equations and backward stochastic differential equations
262537.pdf
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262538.pdf
(475.27 KB, 需要: 8 个论坛币)
262539.pdf
(873.73 KB, 需要: 8 个论坛币)


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