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Time discretization of BSDEs with singular terminal condition using asymptotic expansion

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Kruse, Thomas, Ackermann, Julia, Popier, Alexandre
Formato:	Preprint
Publicado:	2026
Materias:	Optimization and Control Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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