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Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Approximation of non-Lipschitz SDEs by Picard iterations
Baptiste, Julien
;
Grepat, Julien
;
Lepinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 148-179
Persistent link: https://www.econbiz.de/10011959124
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Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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