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Time discretization of BSDEs with singular terminal condition using asymptotic expansion

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Kruse, Thomas, Ackermann, Julia, Popier, Alexandre
Format:	Preprint
Publié:	2026
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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