Pages that link to "Item:Q2042845"
From MaRDI portal
The following pages link to American options in nonlinear markets (Q2042845):
Displaying 4 items.
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)