The following pages link to (Q4357646):
Displaying 43 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- A property of \(g\)-expectation (Q1780286) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- (Q4989417) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
- REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS (Q5148000) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)
