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	New Second-Order Schemes for Forward Backward Stochastic Differential Equations
	Sun, Yabing; Zhao, Weidong
刊名	EAST ASIAN JOURNAL ON APPLIED MATHEMATICS
	2018
卷号	8期号:3页码:399-421
关键词	Forward backward stochastic differential equations Feynman-Kac formula difference approximation second-order scheme
DOI	10.4208/eajam.100118.070318
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4583142
专题	山东大学
作者单位	1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ, Sch Math & Finance Inst, Jinan 25010
推荐引用方式 GB/T 7714	Sun, Yabing,Zhao, Weidong. New Second-Order Schemes for Forward Backward Stochastic Differential Equations[J]. EAST ASIAN JOURNAL ON APPLIED MATHEMATICS,2018,8(3):399-421.
APA	Sun, Yabing,&Zhao, Weidong.(2018).New Second-Order Schemes for Forward Backward Stochastic Differential Equations.EAST ASIAN JOURNAL ON APPLIED MATHEMATICS,8(3),399-421.
MLA	Sun, Yabing,et al."New Second-Order Schemes for Forward Backward Stochastic Differential Equations".EAST ASIAN JOURNAL ON APPLIED MATHEMATICS 8.3(2018):399-421.

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