"Cubature method to solve BSDEs: Error expansion and complexity control."

Jean-François Chassagneux, Camilo A. Garcia Trillos (2020)

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DOI: 10.1090/MCOM/3522

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type: Journal Article

metadata version: 2022-10-02

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Jean-François Chassagneux, Camilo A. Garcia Trillos:
Cubature method to solve BSDEs: Error expansion and complexity control. Math. Comput. 89(324): 1895-1932 (2020)

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