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Cited article:
Sandrine Toldo
ESAIM: PS, 10 (2006) 141-163
Published online: 2006-03-09
This article has been cited by the following article(s):
8 articles
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Stability of backward stochastic differential equations: the general Lipschitz case
Antonis Papapantoleon, Dylan Possamaï and Alexandros Saplaouras Electronic Journal of Probability 28 (none) (2023) https://doi.org/10.1214/23-EJP939
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Christel Geiss, Céline Labart and Antti Luoto Advances in Applied Probability 52 (3) 735 (2020) https://doi.org/10.1017/apr.2020.17
A framework of BSDEs with stochastic Lipschitz coefficients
Hun O, Mun-Chol Kim and Chol-Kyu Pak ESAIM: Probability and Statistics 24 739 (2020) https://doi.org/10.1051/ps/2020016
BSDEs of counterparty risk
Stéphane Crépey and Shiqi Song Stochastic Processes and their Applications 125 (8) 3023 (2015) https://doi.org/10.1016/j.spa.2015.02.010
BS$\Delta$Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness
Patrick Cheridito and Mitja Stadje Bernoulli 19 (3) (2013) https://doi.org/10.3150/12-BEJ445
Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
BRUNO BIAIS, THOMAS MARIOTTI, GUILLAUME PLANTIN and JEAN-CHARLES ROCHET Review of Economic Studies 74 (2) 345 (2007) https://doi.org/10.1111/j.1467-937X.2007.00425.x
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
Sandrine Toldo ESAIM: Probability and Statistics 11 381 (2007) https://doi.org/10.1051/ps:2007025