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"An efficient third-order scheme for BSDEs based on nonequidistant ..."
Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim (2020)
- Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim:
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme. Numer. Algorithms 85(2): 467-483 (2020)
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