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"A parallel algorithm for solving BSDEs."

Céline Labart, Jérôme Lelong (2013)

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DOI: 10.1515/MCMA-2013-0001

access: closed

type: Journal Article

metadata version: 2020-07-03

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Céline Labart, Jérôme Lelong:
A parallel algorithm for solving BSDEs. Monte Carlo Methods Appl. 19(1): 11-39 (2013)

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