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"Explicit theta-Schemes for Mean-Field Backward Stochastic Differential ..."
Yabing Sun, Weidong Zhao, Tao Zhou (2018)
- Yabing Sun
, Weidong Zhao
, Tao Zhou:
Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations. SIAM J. Numer. Anal. 56(4): 2672-2697 (2018)
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