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

Title
A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL MATHEMATICS
Volume 31, Issue 3, Pages 221-248
Publisher
Global Science Press
Online
2013-05-07
DOI
10.4208/jcm.1212-m4014

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