Error expansion for the discretization of backward stochastic differential equations
Authors:
- Emmanuel GobetEGEmmanuel Gobet
- Céline LabartCLCéline Labart
- 1 July 2007
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 117 (7) , 803-829
Abstract
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This publication has 11 references indexed in Scilit:
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