Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions |
scientific article |
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Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (English)
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27 June 2019
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asymptotic expansion
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discretization
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quadratic-growth BSDEs
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