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"Balanced Milstein Methods for Ordinary SDEs."

Christian Kahl, Henri Schurz (2006)

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DOI: 10.1515/156939606777488842

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/KahlS06
Christian Kahl, Henri Schurz:
Balanced Milstein Methods for Ordinary SDEs. Monte Carlo Methods Appl. 12(2): 143-170 (2006)

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