An Asymptotic Expansion for Forward–Backward SDEs: A Malliavin Calculus Approach
Crossref DOI link: https://doi.org/10.1007/s10690-016-9220-z
Published Online: 2016-09-22
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Takahashi, Akihiko
Yamada, Toshihiro
Funding for this research was provided by:
JSPS KAKENHI (25380389)
License valid from 2016-09-22