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ORCID"Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles."
Roxana Dumitrescu, Céline Labart (2016)
- Roxana Dumitrescu, Céline Labart
:
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles. J. Comput. Appl. Math. 296: 827-839 (2016)
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