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A Discretization Scheme for BSDEs with Random Time Horizon

Fuente: arXiv

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Bibliographic Details
Main Authors:	Seifried, Frank T., Würschmidt, Maximilian
Format:	Preprint
Published:	2025
Subjects:	Probability Numerical Analysis 60H10, 60G40, 65N75 G.1.8; G.3
Online Access:	Acceder al recurso
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