Second-order BSDEs with general reflection and game options under uncertainty (Q402477): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1212.0476 / rank | |||
Normal rank |
Revision as of 13:23, 18 April 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
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