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"An efficient third-order scheme for BSDEs based on nonequidistant ..."

Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim (2020)

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DOI: 10.1007/S11075-019-00822-7

access: closed

type: Journal Article

metadata version: 2020-09-19

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Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim:
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme. Numer. Algorithms 85(2): 467-483 (2020)

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