Elsevier
doi.org/10.1016/j.cam.2015.10.019
Journal of Computational and Applied Mathematics
Scientific Computing

Huijskens, T. P., Ruijter, M., & Oosterlee, K. (2016). Efficient numerical Fourier methods for coupled forward-backward SDE's. Journal of Computational and Applied Mathematics, 296, 593–612. doi:10.1016/j.cam.2015.10.019