Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump |
scientific article |
Statements
Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (English)
0 references
23 May 2016
0 references