BSDEs with mean reflection (Q1751973)

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BSDEs with mean reflection
scientific article

    Statements

    title
    BSDEs with mean reflection (English)
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    author
    Philippe Briand
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    Romuald Elie
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    Ying Hu
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    publication date
    25 May 2018
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    zbMATH Keywords
    backward stochastic differential equations
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    mean reflection
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    Skorokhod type minimal condition
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    super-hedging
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    risk management constraint
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    Identifiers

    DOI
    10.1214/17-AAP1310
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    zbMATH DE Number
    6873689
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    arXiv ID
    1605.06301
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    OpenAlex ID
    W2405194164
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