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"One order numerical scheme for forward-backward stochastic differential ..."

Benxue Gong, Hongxing Rui (2015)

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DOI: 10.1016/J.AMC.2015.08.127

access: closed

type: Journal Article

metadata version: 2020-02-21

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Benxue Gong, Hongxing Rui:
One order numerical scheme for forward-backward stochastic differential equations. Appl. Math. Comput. 271: 220-231 (2015)

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