Kaneko, Akihiro
- Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains
2023/11/15 by Akihiro Kaneko, Kaneko, Akihiro · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Numerical Analysis (math.NA) #Probability (math.PR) #Simulation Techniques and Applications #Stochastic processes and financial applications