A selective review of finite difference methods for BSDEs

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户：honeywell88

【摘要】

：

　　This work gives a review of numerical methods for solving the BSDEs,especially,finite difference methods.For numerical methods of finite difference,we shoul

【作者】

：

Guangbao Guo

【机构】

：

ShandongUniversityofTechnology

【出处】

：

第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议

【发表日期】

：

2019年8期

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　　This work gives a review of numerical methods for solving the BSDEs,especially,finite difference methods.For numerical methods of finite difference,we should divide them into three branches.

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A selective review of finite difference methods for BSDEs

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