A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285)
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scientific article; zbMATH DE number 7165109
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| English | A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus |
scientific article; zbMATH DE number 7165109 |
Statements
A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (English)
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7 February 2020
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backward stochastic differential equation
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second-order discretization
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Malliavin calculus
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0.8359411954879761
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0.8124212622642517
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0.8116665482521057
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0.8095214366912842
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0.8079816102981567
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