"Solving BSDE with Adaptive Control Variate."

Emmanuel Gobet, Céline Labart (2010)

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DOI: 10.1137/090755060

access: closed

type: Journal Article

metadata version: 2020-05-11

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Emmanuel Gobet, Céline Labart:
Solving BSDE with Adaptive Control Variate. SIAM J. Numer. Anal. 48(1): 257-277 (2010)

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