"Tamed Euler interpolation multilevel Monte Carlo method for quadratic ..."

Qiang Han, Yurong Liu (2026)

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DOI: 10.1016/J.MATCOM.2025.07.003

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type: Journal Article

metadata version: 2025-08-19

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Qiang Han, Yurong Liu:
Tamed Euler interpolation multilevel Monte Carlo method for quadratic forward backward stochastic differential equations. Math. Comput. Simul. 240: 20-37 (2026)

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