An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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