Pages that link to "Item:Q433900"
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The following pages link to Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900):
Displayed 3 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)