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Chapter title |
Extension of a Fourier-Cosine Method to Solve BSDEs with Higher Dimensions
|
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Chapter number | 12 |
Book title |
Progress in Industrial Mathematics at ECMI 2014
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Published by |
Springer, Cham, June 2014
|
DOI | 10.1007/978-3-319-23413-7_12 |
Book ISBNs |
978-3-31-923412-0, 978-3-31-923413-7
|
Authors |
M. Pou, M. R. Ruijter, C. W. Oosterlee |