Pages that link to "Item:Q842401"
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The following pages link to Reflected BSDE driven by a Lévy process (Q842401):
Displayed 8 items.
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
- PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)
- Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)