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

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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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