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The test function of the target expectation is assumed to be only Lipschitz continuous in order to apply the method to financial problems. Then Kusuoka\u2019s estimate is employed to justify the proposed discretization scheme. The algorithm with a numerical example is shown for implementation.<\/jats:p>","DOI":"10.1515\/mcma-2022-2109","type":"journal-article","created":{"date-parts":[[2022,2,26]],"date-time":"2022-02-26T18:09:53Z","timestamp":1645898993000},"page":"97-110","source":"Crossref","is-referenced-by-count":0,"title":["A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting"],"prefix":"10.1515","volume":"28","author":[{"given":"Naho","family":"Akiyama","sequence":"first","affiliation":[{"name":"Hitotsubashi University , Tokyo , Japan"}]},{"given":"Toshihiro","family":"Yamada","sequence":"additional","affiliation":[{"name":"Hitotsubashi University ; and Japan Science and Technology Agency (JST) , Tokyo , Japan"}]}],"member":"374","published-online":{"date-parts":[[2022,2,26]]},"reference":[{"key":"2023040101225049046_j_mcma-2022-2109_ref_001","doi-asserted-by":"crossref","unstructured":"N. Akiyama and T. 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