搜索结果: 1-1 共查到“离散数学 SECOND-ORDER”相关记录1条 . 查询时间(0.015 秒)
Second order discretization of Backward SDEs
Backward SDEs Second order Numerical analysis
2011/2/28
In [5] the authors suggested a new algorithm for the numerical approximation of a BSDE by merging the cubature method with the first order discretization developed by Bouchard and Touzi [3] and Zhang ...