"A regression-based numerical scheme for backward stochastic differential ..."

Deng Ding, Xiaofei Li, Yiqi Liu (2017)

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DOI: 10.1007/S00180-017-0763-X

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type: Journal Article

metadata version: 2024-10-06

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Deng Ding, Xiaofei Li, Yiqi Liu:
A regression-based numerical scheme for backward stochastic differential equations. Comput. Stat. 32(4): 1357-1373 (2017)

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