2024-03-28T17:20:02Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6698220
2017-03-30T13:43:08Z
60
65
91
Hyndman, Cody B.; Ngou, Polynice Oyono
2017
6698220
English
Springer US, New York, NY
https://zbmath.org/06698220
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Methodol. Comput. Appl. Probab. 19, No. 1, 1-29 (2017).
60H10; 60H35; 65C30; 60H30; 91G80; 91G60
A convolution method for numerical solution of backward stochastic differential equations
j