Kexin Fu

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All published works

Action	Title	Year	Authors
+ PDF Chat	Numerical Method for Multi-Dimensional Coupled Forward-Backward Stochastic Differential Equations Based on Fractional Fourier Fast Transform	2023	Xiaoxiao Zeng Kexin Fu Xiaofei Li Junjie Du Weiran Fan
+ PDF Chat	A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations Based on the Fractional FFT	2022	Kexin Fu Xiaoxiao Zeng Xiaofei Li Junjie Du

Common Coauthors

Coauthor	Papers Together
Xiaoxiao Zeng	2
Xiaofei Li	2
Junjie Du	2
Weiran Fan	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	A generalized $\theta$-scheme for solving backward stochastic differential equations	2012	Weidong Zhao Yang Li Guannan Zhang	2
+	Adapted solution of a backward stochastic differential equation	1990	Étienne Pardoux Shigē Péng	2
+	The Fractional Fourier Transform and Applications	1991	David A. Bailey Paul N. Swarztrauber	2
+ PDF Chat	A Fourier Transform Method for Spread Option Pricing	2010	T. R. Hurd Zhuowei Zhou	1
+	Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients	1995	Xuerong Mao	1
+	On implicit and explicit discretization schemes for parabolic SPDEs in any dimension	2005	Annie Millet Pierre-Luc Morien	1
+ PDF Chat	Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions	2009	Erhan Bayraktar Hao Xing	1
+	The Fourier-series method for inverting transforms of probability distributions	1992	Joseph Abate Ward Whitt	1
+ PDF Chat	A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs	2015	M. J. Ruijter Cornelis W. Oosterlee	1
+ PDF Chat	The discrete fractional Fourier transform	2000	Çağatay Candan M. Alper Kutay Haldun M. Özaktaş	1
+	On the Fourier cosine series expansion method for stochastic control problems	2013	M. J. Ruijter Cornelis W. Oosterlee Rob Aalbers	1
+	Option pricing by transform methods: extensions, unification and error control	2004	Roger Lee	1
+ PDF Chat	Fractional Fourier series expansion for finite signals and dual extension to discrete-time fractional Fourier transform	1999	Soo‐Chang Pei Min-Hung Yeh Tzyy-Liang Luo	1
+ PDF Chat	A forward–backward stochastic algorithm for quasi-linear PDEs	2006	François Delarue Stéphane Menozzi	1
+ PDF Chat	A Fourier Interpolation Method for Numerical Solution of FBSDEs: Global Convergence, Stability, and Higher Order Discretizations	2022	Polynice Oyono Ngou Cody Hyndman	1
+ PDF Chat	Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning	2020	Shaolin Ji Shigē Péng Ying Peng Xichuan Zhang	1
+ PDF Chat	Time discretization and Markovian iteration for coupled FBSDEs	2008	Christian Bender Jianfeng Zhang	1
+ PDF Chat	Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs	2022	Kihun Nam Yunxi Xu	1
+	New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations	2014	Weidong Zhao Yu Fu Tao Tang	1
+	On Forward–Backward Stochastic Differential Equations in a Domination-Monotonicity Framework	2022	Zhiyong Yu	1
+ PDF Chat	Second order discretization of backward SDEs and simulation with the cubature method	2014	Dan Crisan K. Manolarakis	1
+	An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions	2012	Qing‐Jiang Meng Deng Ding	1