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Existence and non-uniqueness of solutions for BSDE. (English) Zbl 1218.60046

Chiarella, Carl (ed.) et al., Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. Berlin: Springer (ISBN 978-3-642-03478-7/hbk). 123-134 (2010).
MSC:  60H10 35R60
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