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

@@ Property / author @@
+Dylan Possamaï
@@ Property / author: Dylan Possamaï / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A15
@@ Property / Mathematics Subject Classification ID: 91A15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6335177
@@ Property / zbMATH DE Number: 6335177 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reflected backward stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping games
@@ Property / zbMATH Keywords: optimal stopping games / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Dynkin games
@@ Property / zbMATH Keywords: Dynkin games / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Israeli options
@@ Property / zbMATH Keywords: Israeli options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility uncertainty
@@ Property / zbMATH Keywords: volatility uncertainty / rank @@
+Normal rank

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

Revision as of 16:41, 29 June 2023

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Mathematics(0 entries)