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"Backward Stochastic Difference Equations and Nearly Time-Consistent ..."

Samuel N. Cohen, Robert J. Elliott (2011)

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DOI: 10.1137/090763688

access: closed

type: Journal Article

metadata version: 2020-07-09

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Samuel N. Cohen, Robert J. Elliott:
Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations. SIAM J. Control. Optim. 49(1): 125-139 (2011)

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