An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790): Difference between revisions

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Latest revision as of 15:38, 23 July 2024

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An efficient third-order scheme for BSDEs based on nonequidistant difference scheme
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    An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (English)
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    22 September 2020
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    backward stochastic differential equations
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    Gauss-Hermite quadrature
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    third-order scheme
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