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    Statements

    author
    Samvel Gasparyan
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    Yury A. Kutoyants
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    publication date
    14 October 2015
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    zbMATH Keywords
    backward SDE
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    approximation of the solution
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    volatility estimation
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    91G20
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    35R60
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    35Q91
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    zbMATH DE Number
    6494220
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