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Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition |
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| Authors: | Christel Geiss Stefan Geiss Emmanuel Gobet |
| Institution: | 1. Department of Mathematics, University of Innsbruck, Technikerstraße 13/7, A-6020 Innsbruck, Austria;2. Centre de Mathématiques Appliquées, Ecole Polytechnique and CNRS, F-91128 Palaiseau Cedex, France |
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