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Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations

Numerical Mathematics: Theory, Methods and Applications Pub Date : 2024-04-01 DOI:10.4208/nmtma.oa-2023-0134
Yafei Xu and Weidong Zhao
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Numerical Mathematics: Theory, Methods and Applications
Numerical Mathematics: Theory, Methods and Applications
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