Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations
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Published:2024-06
Issue:2
Volume:17
Page:463-493
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ISSN:1004-8979
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Container-title:Numerical Mathematics: Theory, Methods and Applications
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language:
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Short-container-title:NMTMA
Author:
null Yafei Xu,Zhao Weidong
Publisher
Global Science Press