Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections |
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Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (English)
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14 June 2018
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real options
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switching problem
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reflected BSDEs
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oblique reflection
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normal reflection
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optimal stopping problem
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