Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529): Difference between revisions
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Revision as of 00:40, 23 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison |
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Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (English)
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27 November 2008
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The authors present conditions which guarantee the existence and uniqueness of solutions to a reflected BSDE and to a doubly reflected BSDE. Bound and error estimates as well as comparison results are also derived.
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reflected BSDEs
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jumps
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a priori estimates
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comparison theorem
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Markovian BSDEs
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finance
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convertible bonds
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