The following pages link to OPTIONAL MARTINGALES (Q3925627):
Displaying 13 items.
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- A note on optional Snell envelopes and reflected backward SDEs (Q2197605) (← links)
- On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Reflected BSDEs with regulated trajectories (Q2419968) (← links)
- On reflection with two-sided jumps (Q2664523) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
