Importance Sampling for Backward SDEs

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Publication:5305278

DOI10.1080/07362990903546405zbMath1188.65004OpenAlexW2115474447MaRDI QIDQ5305278

Christian Bender, Thilo Moseler

Publication date: 19 March 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-65227




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