A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations (Q5372554)

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scientific article; zbMATH DE number 6799700
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A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations
scientific article; zbMATH DE number 6799700

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    A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations (English)
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    27 October 2017
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