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20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

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math.NA2026

Do you precondition on the left or on the right?

Nicole Spillane, Pierre Matalon, Daniel B Szyld

This work is a follow-up to a poster that was presented at the DD29 conference. Participants were asked the question: ``Do you precondition on the left or on the right?''. Here we…