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scientific article; zbMATH DE number 1069628
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| 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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0.890703558921814
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0.8608766198158264
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0.8596374988555908
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