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Browsing by Author Stadje, Mitja

Showing results 1 to 2 of 2
Publication DateArticle TitleAuthor(s)
2013BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustnessCheridito, Patrick; Stadje, Mitja
Apr-2012Existence, minimality and approximation of solutions to BSDEs with convex driversCheridito, Patrick; Stadje, Mitja