@Article{JCM-39-4,
author = {Guo, Guangbao and Zhao, Weidong},
title = {Schwarz Method for Financial Engineering},
journal = {Journal of Computational Mathematics},
year = {2021},
volume = {39},
number = {4},
pages = {538--555},
abstract = {<p style="text-align: justify;">Schwarz method is put forward to solve second order backward stochastic differential
equations (2BSDEs) in this work. We will analyze uniqueness, convergence, stability and
optimality of the proposed method. Moreover, several simulation results are presented to
demonstrate the effectiveness; several applications of the 2BSDEs are investigated. It is
concluded from these results that the proposed the method is powerful to calculate the
2BSDEs listing from the financial engineering.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2003-m2018-0115},
url = {https://global-sci.com/article/84239/schwarz-method-for-financial-engineering}
}