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"An explicit second-order numerical scheme for mean-field forward backward ..."

Yabing Sun, Weidong Zhao (2020)

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DOI: 10.1007/S11075-019-00754-2

access: closed

type: Journal Article

metadata version: 2020-05-22

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Yabing Sun, Weidong Zhao:
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Numer. Algorithms 84(1): 253-283 (2020)

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