Energy (theme 4)
Elsevier
dx.doi.org/10.1016/j.cam.2015.10.019
Journal of Computational and Applied Mathematics
Scientific Computing

Huijskens, T.P, Ruijter, M.J, & Oosterlee, C.W. (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