Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach

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Bibliographic Details
Main Authors:	Huang, Zhipeng, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Probability Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.02814