Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations
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Published:2024-06
Issue:2
Volume:21
Page:268-294
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ISSN:1705-5105
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Container-title:International Journal of Numerical Analysis and Modeling
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language:
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Short-container-title:IJNAM
Author:
null Yafei Xu,Zhao Weidong
Publisher
Global Science Press