A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

Publisher： Cambridge University Press

E-ISSN： 1991-7120|15|3|618-646

ISSN： 1815-2406

Source： Communications in Computational Physics, Vol.15, Iss.3, 2014-03, pp. : 618-646

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