Second-order BSDEs with general reflection and game options under uncertainty (Q402477)
From MaRDI portal
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
