A Regress-Later Algorithm for Backward Stochastic Differential Equations
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Publication:6288250
arXiv1706.07986MaRDI QIDQ6288250
Mitja Stadje, Kossi Gnameho, Antoon Pelsser
Publication date: 24 June 2017
arXiv1706.07986MaRDI QIDQ6288250
Mitja Stadje, Kossi Gnameho, Antoon Pelsser
Publication date: 24 June 2017