"Linear regression MDP scheme for discrete backward stochastic differential ..."

Emmanuel Gobet, Plamen Turkedjiev (2016)

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DOI: 10.1090/MCOM/3013

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type: Journal Article

metadata version: 2017-05-28

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Emmanuel Gobet, Plamen Turkedjiev:
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions. Math. Comput. 85(299): 1359-1391 (2016)

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