Antoon Pelsser, Kossi Gnameho. A Monte Carlo method for backward stochastic differential equations with Hermite martingales. Monte Carlo Meth. and Appl., 25(1):37-60, 2019. [doi]
@article{PelsserG19,
title = {A Monte Carlo method for backward stochastic differential equations with Hermite martingales},
author = {Antoon Pelsser and Kossi Gnameho},
year = {2019},
doi = {10.1515/mcma-2019-2028},
url = {https://doi.org/10.1515/mcma-2019-2028},
researchr = {https://researchr.org/publication/PelsserG19},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {25},
number = {1},
pages = {37-60},
}