Browsing CEREMADE (UMR CNRS 7534) by Author "Labart, Céline"
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Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana; Labart, Céline (2016) Article accepté pour publication ou publié -
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana; Labart, Céline (2016) Article accepté pour publication ou publié