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"Analytical Approximations of BSDEs with Nonsmooth Driver."

Emmanuel Gobet, Stefano Pagliarani (2015)

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DOI: 10.1137/14100021X

access: closed

type: Journal Article

metadata version: 2017-06-14

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Emmanuel Gobet, Stefano Pagliarani:
Analytical Approximations of BSDEs with Nonsmooth Driver. SIAM J. Financial Math. 6(1): 919-958 (2015)

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