Finite Difference Methods for the BSDEs in Finance
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 the...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-03-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | http://www.mdpi.com/2227-7072/6/1/26 |