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"Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo."

Qiang Han, Shaolin Ji (2023)

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DOI: 10.1016/J.CAM.2022.114543

access: closed

type: Journal Article

metadata version: 2022-09-07

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Qiang Han, Shaolin Ji:
Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo. J. Comput. Appl. Math. 417: 114543 (2023)

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