Pages that link to "Item:Q1356364"
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The following pages link to Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364):
Displayed 43 items.
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- A generalized existence theorem of reflected BSDEs with double obstacles (Q2482122) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations (Q2495721) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
- A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
- Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
- Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (Q3423724) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- Backward SDEs with two barriers and continuous coefficient: an existence result (Q4819445) (← links)
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- Reflected backward stochastic differential equations with two RCLL barriers (Q5429586) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668) (← links)
