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"Numerical Stability Analysis of the Euler Scheme for BSDEs."

Jean-François Chassagneux, Adrien Richou (2015)

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DOI: 10.1137/140977047

access: closed

type: Journal Article

metadata version: 2020-05-11

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Jean-François Chassagneux, Adrien Richou:
Numerical Stability Analysis of the Euler Scheme for BSDEs. SIAM J. Numer. Anal. 53(2): 1172-1193 (2015)

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