Pages that link to "Item:Q740194"

The following pages link to Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194):

Displaying 24 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
• American options in nonlinear markets (Q2042845) (← 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)
• American options in a non-linear incomplete market model with default (Q2239267) (← links)
• A general comparison theorem for reflected BSDEs (Q2244498) (← links)
• Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
• A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
• Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)