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Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

Journal Article

Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

International Journal of Numerical Analysis and Modeling, Vol. 21 (2024), Iss. 2 : pp. 268–294

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Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations

Journal Article

Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations

Numerical Mathematics: Theory, Methods and Applications, Vol. 17 (2024), Iss. 2 : pp. 463–493

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