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An efficient third-order scheme for BSDEs based on nonequidistant difference scheme
Pak, Chol-Kyu, Kim, Mun-Chol, Rim, Chang-HoJournal:
Numerical Algorithms
DOI:
10.1007/s11075-019-00822-7
Date:
November, 2019
File:
PDF, 377 KB
2019