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Discrete-time approximation for continuously and discretely reflected BSDEs

✍ Scribed by Bruno Bouchard; Jean-François Chassagneux

Book ID: 108266860
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 1002 KB
Volume: 118
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2007.12.007

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