Browsing 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