Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression

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Title
Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
Authors
Keywords
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Journal
BERNOULLI
Volume 22, Issue 1, Pages 530-562
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2015-09-30
DOI
10.3150/14-bej667

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