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Journal: J. Risk Financial Manag., 2022
Volume: 15
Number: 388
Article:
A Fourier Interpolation Method for Numerical Solution of FBSDEs: Global Convergence, Stability, and Higher Order Discretizations
Authors:
by
Polynice Oyono Ngou and Cody Hyndman
Link:
https://www.mdpi.com/1911-8074/15/9/388
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