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A Functional Approach to FBSDEs and Its Application in Optimal Portfolios (2010)

First Author: Liang G

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1011.4499

Publication URI: https://arxiv.org/abs/1011.4499

Type: Preprint