Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928)
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scientific article; zbMATH DE number 6889505
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| English | Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections |
scientific article; zbMATH DE number 6889505 |
Statements
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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0.8930487036705017
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0.8699899911880493
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0.8639313578605652
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0.86040198802948
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