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Latest revision as of 15:28, 5 March 2024
scientific article; zbMATH DE number 1069628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069628 |
Statements
8 November 1998
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backward stochastic differential equations
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random time discretization scheme
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Bally's scheme
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four step algorithm
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forward-backward SDEs
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