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[Radon Series on Computational and Applied Mathematics] Advanced Financial Modelling || Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs
Albrecher, Hansjörg, Runggaldier, Wolfgang J., Schachermayer, WalterVolume:
10.1515/97
Year:
2009
DOI:
10.1515/9783110213140.91
File:
PDF, 441 KB
2009