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Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana, Labart, CélineVolume:
442
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2016.03.044
Date:
October, 2016
File:
PDF, 721 KB
english, 2016