Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956): Difference between revisions

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+BSDE associated with Lévy processes and application to PDIE
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+Backward stochastic differential equations and integral-partial differential equations
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+A finite difference method for pricing European and American options under a geometric Lévy process
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+Financial Modelling with Jump Processes
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+BSDE with rcll reflecting barrier driven by a Lévy process
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Q4357646
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Backward Stochastic Differential Equations in Finance
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+Reflected BSDE driven by a Lévy process
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+Q3180017
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Zero-sum stochastic differential games and backward equations
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+Reflected BSDEs and mixed game problem
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+Reflected Backward SDEs with General Jumps
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+Predictable representation for time inhomogeneous Lévy processes and BSDEs
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+The Smooth-Fit Property in an Exponential Lévy Model
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+On Lévy processes, Malliavin calculus and market models with jumps
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Q2868967
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Adapted solution of a backward stochastic differential equation
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+Q4435813
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+REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS
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+On solutions of backward stochastic differential equations with jumps and applications
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+Exotic options under Lévy models: an overview
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+On comparison theorem and solutions of BSDEs for Lévy processess
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