@article{4cea362aaff94797803f04c2b8e6d5d8,
title = "A Monte Carlo method for backward stochastic differential equations with Hermite martingales",
keywords = "Regression, BSDE, ODE, Hermite polynomials, martingale, RUNGE-KUTTA METHODS, NUMERICAL-SIMULATION, BSDES, TIME, APPROXIMATION, CONVERGENCE, SCHEME",
author = "Antoon Pelsser and Kossi Gnameho",
year = "2019",
month = mar,
doi = "10.1515/mcma-2019-2028",
language = "English",
volume = "25",
pages = "37--60",
journal = "Monte Carlo Methods and Applications",
issn = "0929-9629",
publisher = "De Gruyter",
number = "1",
}