REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS (Q5148000): Difference between revisions

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+MaRDI publication profile
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+Backward stochastic differential equations with stochastic monotone coefficients
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+BSDEs with polynomial growth generators
@@ Property / cites work: BSDEs with polynomial growth generators / rank @@
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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Q4357646
@@ Property / cites work: Q4357646 / rank @@
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+Zero-sum stochastic differential games and backward equations
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@@ Property / cites work @@
+Reflected BSDEs with monotone generator
@@ Property / cites work: Reflected BSDEs with monotone generator / rank @@
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+Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
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+Double barrier reflected BSDEs with stochastic Lipschitz coefficient
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+BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021902492050034x
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+W3035803187
@@ Property / OpenAlex ID: W3035803187 / rank @@
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