Reflected backward stochastic differential equations with two RCLL barriers (Q5429586)
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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)
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30 November 2007
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reflected backward stochastic differential equation
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penalization method
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optimal stopping
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snell envelope
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dynkin game
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