A polynomial scheme of asymptotic expansion for backward SDEs and option pricing

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Publication:5001141

DOI10.1080/14697688.2015.1036770zbMath1468.91166arXiv1405.0378OpenAlexW2789036689MaRDI QIDQ5001141

Masaaki Fujii

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0378




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