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Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
Kutoyants, Yury A.Volume:
287
Language:
english
Journal:
Proceedings of the Steklov Institute of Mathematics
DOI:
10.1134/S0081543814080094
Date:
December, 2014
File:
PDF, 1.38 MB
english, 2014