A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case (Q6237499)

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scientific article; zbMATH DE number 900151911
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    A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case
    scientific article; zbMATH DE number 900151911

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      27 November 2012
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      math.OC
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      math.PR
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