Pages that link to "Item:Q402477"
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The following pages link to Second-order BSDEs with general reflection and game options under uncertainty (Q402477):
Displaying 12 items.
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)