Second-order BSDEs with general reflection and game options under uncertainty (Q402477): Difference between revisions

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Property / DOI: 10.1016/j.spa.2014.02.011 / rank
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Latest revision as of 16:33, 9 December 2024

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Second-order BSDEs with general reflection and game options under uncertainty
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    Second-order BSDEs with general reflection and game options under uncertainty (English)
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    28 August 2014
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    reflected backward stochastic differential equations
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    optimal stopping games
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    Dynkin games
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    Israeli options
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    volatility uncertainty
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