Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles |
scientific article |
Statements
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (English)
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21 December 2015
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doubly reflected backward stochastic differential equations
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jumps
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RCLL obstacles
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numerical scheme
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