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A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations

✍ Scribed by Zhao, Weidong; Chen, Lifeng; Peng, Shige

Book ID: 118190014
Publisher: Society for Industrial and Applied Mathematics
Year: 2006
Tongue: English
Weight: 401 KB
Volume: 28
Category: Article
ISSN: 1064-8275
DOI: 10.1137/05063341x

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