A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case (Q6224176)
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scientific article; zbMATH DE number 900128122
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| English | A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case |
scientific article; zbMATH DE number 900128122 |
Statements
15 March 2011
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