Research on the construction of financial computing model based on BSDE algorithm
Youli Cai
Year of publication: |
2023
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Authors: | Cai, Youli |
Published in: |
Journal of information & knowledge management : JIKM. - Singapore : World Scientific Publ., ISSN 0219-6492, ZDB-ID 2115864-2. - Vol. 22.2023, 4, Art.-No. 2350029, p. 1-19
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Subject: | BSDE algorithm | financial computing | option pricing | parallel algorithm | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory | Computerunterstützung | Computerized method |
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