A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Englisch)
- Neue Suche nach: Ruijter, M. J
- Neue Suche nach: Ruijter, M. J
- Neue Suche nach: Oosterlee, C. W
In:
SIAM journal on scientific computing
;
37
, 2
; A859-A889
;
2015
-
ISSN:
- Aufsatz (Zeitschrift) / Print
-
Titel:A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs
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Beteiligte:Ruijter, M. J ( Autor:in ) / Oosterlee, C. W
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Erschienen in:SIAM journal on scientific computing ; 37, 2 ; A859-A889
-
Verlag:
- Neue Suche nach: SIAM
-
Erscheinungsort:Philadelphia, Pa.
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Erscheinungsdatum:2015
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ISSN:
-
ZDBID:
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DOI:
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Medientyp:Aufsatz (Zeitschrift)
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Format:Print
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Sprache:Englisch
- Neue Suche nach: 31.76 / 31.76
- Weitere Informationen zu Basisklassifikation
- Neue Suche nach: 770/3130
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Schlagwörter:
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Klassifikation:
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Datenquelle:
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