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Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations
- Part of
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 7 / Issue 3 / August 2017
- Published online by Cambridge University Press:
- 07 September 2017, pp. 548-565
- Print publication:
- August 2017
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- Article
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