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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W2962967574 / rank
 
Normal rank

Revision as of 22:49, 19 March 2024

scientific article
Language Label Description Also known as
English
Second-order BSDEs with general reflection and game options under uncertainty
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references