Pages that link to "Item:Q2301478"

The following pages link to Optimal stopping with \(f\)-expectations: the irregular case (Q2301478):

Displaying 25 items.

• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
• Non-linear Dynkin games over split stopping times (Q2105396) (← links)
• Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
• Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
• American options in a non-linear incomplete market model with default (Q2239267) (← links)
• Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• (Q4989417) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
• Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
• Optimal stopping in predictable setting (Q6149348) (← links)
• Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)