Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements

Fuente: arXiv

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Bibliographic Details
Main Authors:	Agarwal, A., De Marco, S., Gobet, E., Lopez-Salas, J. G., Noubiagain, F., Zhou, A.
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Optimization and Control Probability
Online Access:	Acceder al recurso
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