SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
Weidong Zhao, Wei Zhang, Guannan Zhang
Journal of Computational Mathematics ›› 2017, Vol. 35 ›› Issue (2) : 213-244.
SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
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