A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus |
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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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