Jean-François Chassagneux, Camilo A. Garcia Trillos. Cubature method to solve BSDEs: Error expansion and complexity control. Math. Comput., 89(324):1895-1932, 2020. [doi]
@article{ChassagneuxT20,
title = {Cubature method to solve BSDEs: Error expansion and complexity control},
author = {Jean-François Chassagneux and Camilo A. Garcia Trillos},
year = {2020},
doi = {10.1090/mcom/3522},
url = {https://doi.org/10.1090/mcom/3522},
researchr = {https://researchr.org/publication/ChassagneuxT20},
cites = {0},
citedby = {0},
journal = {Math. Comput.},
volume = {89},
number = {324},
pages = {1895-1932},
}