A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

Zhang, Guannan; Gunzburger, Max D; Zhao, Weidong

doi:10.4208/jcm.1212-m4014

DOE OSTI · 1093164

A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

Zhang, Guannan·Gunzburger, Max D·Zhao, Weidong

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Zhang, Guannan, Gunzburger, Max D, Zhao, Weidong. 2013-01-01. A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations. https://doi.org/10.4208/jcm.1212-m4014

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