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Cited article:

Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements

A. Agarwal, S. De Marco, E. Gobet, J. G. López-Salas, F. Noubiagain, A. Zhou

ESAIM: ProcS, 65 (2019) 1-26

Published online: 2019-04-02

DOI: https://doi.org/10.1051/proc/201965001

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