Convergence rates for Backward SDEs driven by Lévy processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Chenguang, Papapantoleon, Antonis, Saplaouras, Alexandros
Format:	Preprint
Published:	2024
Subjects:	Probability Optimization and Control Mathematical Finance 60G51, 91G60, 60G44, 60G42
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.01337