Efficient numerical Fourier methods for coupled forward-backward SDEs.

T. P. Huijskens Maria J. Ruijter Cornelis W. Oosterlee

Published in: J. Comput. Appl. Math. (2016)

Keyphrases

computational cost
preprocessing
computationally expensive
forward backward
information retrieval
qualitative and quantitative
database
data sets
data mining
computer vision
empirical studies
machine learning methods
computationally intensive