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A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Negyesi, Balint, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis 65C30, 65T99,
Online Access:	Acceder al recurso
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