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Results on Numerics for Fbsde with Drivers of Quadratic Growth
AuthID
P-00P-YTD
3
Author(s)
Imkeller, P
·
Dos Reis, G
·
Zhang, JN
2
Editor(s)
Chiarella,C;Novikov,A
Document Type
Proceedings Paper
Year published
2010
Published
in
CONTEMPORARY QUANTITATIVE FINANCE: ESSAYS IN HONOUR OF ECKHARD PLATEN
Pages: 159-+ (2)
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Publication Identifiers
DOI
:
10.1007/978-3-642-03479-4_9
Wos
: WOS:000283529700009
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