A discrete-time approximation for doubly reflected BSDEs (Q3625648): Difference between revisions

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+Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
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+Error analysis of the optimal quantization algorithm for obstacle problems.
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+Discrete-time approximation for continuously and discretely reflected BSDEs
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Backward stochastic differential equations with reflection and Dynkin games
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+Backward Stochastic Differential Equations in Finance
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+Reflected forward-backward SDEs and obstacle problems with boundary conditions
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+Representations and regularities for solutions to BSDEs with reflections
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