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Boundary error control for numerical solution of BSDEs by the convolution-FFT method

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Xiang, Hyndman, Cody
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Probability Computational Finance 65T50, 60H35 (Primary) 91G60, 60H30 (Secondary)
Online Access:	Acceder al recurso
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