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• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48597 3045 Pages:296-319

• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

  Shuixin Fang, Weidong Zhao

  2023-11-07

  28343 2410 Pages:1053-1086

• An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23692 2281 Pages:243-274