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Title: Numerical algorithms for forward-backward stochastic differential equations.
Authors: Milstein, G.N.
Tretyakov, Michael V.
First Published: 2006
Citation: SIAM Journal on Scientific Computing, 2006, 28 (2), pp.561-582
DOI Link: 10.1137/040614426
ISSN: 1064-8275
Type: Article
Appears in Collections:Published Articles, Dept. of Mathematics

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