Numerical method for backward stochastic differential equations

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http://hdl.handle.net/1813/9175
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Author
Ma, J.; Protter, P.; Martin, J. San; Torres, S.
Abstract
Numerical method for backward stochastic differential equations
Date Issued
2001-09
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1295
Type
technical report

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