Guannan Zhang
Results
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
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