A Fourier transform method for solving backward stochastic differential equations (Q2671235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fourier transform method for solving backward stochastic differential equations |
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A Fourier transform method for solving backward stochastic differential equations (English)
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3 June 2022
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backward stochastic differential equations
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Fourier transform
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finance
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