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~person:"Takahashi, Akihiko"
~subject:"Forward-backward stochastic differential equations (FBSDEs)"
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Forward-backward stochastic differential equations (FBSDEs)
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An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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