This paper gives a review of numerical methods for solving the BSDEs, especially, finite difference methods. For numerical methods of finite difference, we should divide them into three branches. Distributed method (or parallel method) should now become a hot topic. It is a key reason we present...

In the digital age, supercomputing has become an indispensable resource for fostering innovation, economic growth and social cohesion in Europe. Supercomputing has become an indispensable resource in the digital age, thereby transforming research, businesses and our daily lives. It strongly...

This paper gives a review of numerical methods for solving the BSDEs, especially, finite difference methods. For numerical methods of finite difference, we should divide them into three branches. Distributed method (or parallel method) should now become a hot topic. It is a key reason we present...