Deng Ding, Xiaofei Li, Yiqi Liu. A regression-based numerical scheme for backward stochastic differential equations. Comput. Stat., 32(4):1357-1373, 2017. [doi]
@article{DingLL17-1,
title = {A regression-based numerical scheme for backward stochastic differential equations},
author = {Deng Ding and Xiaofei Li and Yiqi Liu},
year = {2017},
doi = {10.1007/s00180-017-0763-x},
url = {https://doi.org/10.1007/s00180-017-0763-x},
researchr = {https://researchr.org/publication/DingLL17-1},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {32},
number = {4},
pages = {1357-1373},
}