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A generalized scheme for BSDEs based on derivative approximation and its error estimates. (arXiv:1808.02478v1 [math.NA]) http://arxiv.org/abs/1808.02478
A generalized scheme for BSDEs based on derivative approximation and its error estimates. (arXiv:1808.02478v1 [math.NA]) http://arxiv.org/abs/1808.02478