Reflected backward stochastic differential equations with two RCLL barriers (Q5429586): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:53, 5 March 2024
scientific article; zbMATH DE number 5216866
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflected backward stochastic differential equations with two RCLL barriers |
scientific article; zbMATH DE number 5216866 |
Statements
Reflected backward stochastic differential equations with two RCLL barriers (English)
0 references
30 November 2007
0 references
reflected backward stochastic differential equation
0 references
penalization method
0 references
optimal stopping
0 references
snell envelope
0 references
dynkin game
0 references