The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Zhipeng, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Numerical Analysis Pricing of Securities 65C30, 91G20, 91G60, 68T07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.18634