A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs

Published 2015 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs
Authors
Keywords
-
Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 37, Issue 2, Pages A859-A889
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2015-04-17
DOI
10.1137/130913183

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.