Efficient numerical Fourier methods for coupled forward-backward SDE's

2016-04-01

Additional Metadata
THEME	Energy (theme 4)
Publisher	Elsevier
Persistent URL	doi.org/10.1016/j.cam.2015.10.019
Journal	Journal of Computational and Applied Mathematics
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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

Publication