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"Empirical Regression Method for Backward Doubly Stochastic Differential ..."
Achref Bachouch, Emmanuel Gobet, Anis Matoussi (2016)
- Achref Bachouch, Emmanuel Gobet, Anis Matoussi:
Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 4(1): 358-379 (2016)
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