Ki Wai Chau, Cornelis W. Oosterlee. Stochastic grid bundling method for backward stochastic differential equations. Int. J. Comput. Math., 96(11):2272-2301, 2019. [doi]
@article{ChauO19,
title = {Stochastic grid bundling method for backward stochastic differential equations},
author = {Ki Wai Chau and Cornelis W. Oosterlee},
year = {2019},
doi = {10.1080/00207160.2019.1658868},
url = {https://doi.org/10.1080/00207160.2019.1658868},
researchr = {https://researchr.org/publication/ChauO19},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {96},
number = {11},
pages = {2272-2301},
}