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Guannan Zhang

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A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

Journal Article

A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 237–258

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Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

Journal Article

Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

Journal of Computational Mathematics, Vol. 35 (2017), Iss. 2 : pp. 213–244

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