| Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps | |
| Fu, Yu; Zhao, Weidong; Zhou, Tao | |
| 刊名 | JOURNAL OF SCIENTIFIC COMPUTING
 |
| 2016 | |
| 卷号 | 69期号:2页码:651-672 |
| 关键词 | Multistep scheme Jump-diffusion process Forward backward stochastic differential equation with jumps |
| DOI | 10.1007/s10915-016-0212-y |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4712775 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Sch Math, Jinan 250100, Peoples R China. 2.Shandong Univ, Inst Finance, Jinan 250100, |
| 推荐引用方式 GB/T 7714 | Fu, Yu,Zhao, Weidong,Zhou, Tao. Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps[J]. JOURNAL OF SCIENTIFIC COMPUTING,2016,69(2):651-672. |
| APA | Fu, Yu,Zhao, Weidong,&Zhou, Tao.(2016).Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps.JOURNAL OF SCIENTIFIC COMPUTING,69(2),651-672. |
| MLA | Fu, Yu,et al."Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps".JOURNAL OF SCIENTIFIC COMPUTING 69.2(2016):651-672. |
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