Cubature method to solve BSDEs: Error expansion and complexity control - Archive ouverte HAL
Article Dans Une Revue Mathematics of Computation Année : 2020

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hal-03950939 , version 1 (22-01-2023)

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Jean-Francois Chassagneux, Camilo Garcia Trillos. Cubature method to solve BSDEs: Error expansion and complexity control. Mathematics of Computation, 2020, 89 (324), pp.1895-1932. ⟨10.1090/mcom/3522⟩. ⟨hal-03950939⟩
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