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- W2143248434 abstract "We introduce a forward scheme to simulate backward SDEs and demonstrate the strength of the new algorithm by solving some financial problems numerically." @default.
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- W2143248434 date "2005-01-01" @default.
- W2143248434 modified "2023-09-27" @default.
- W2143248434 title "Forward Simulation of Financial Problems via BSDEs" @default.
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