Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Doubly reflected BSDEs and E ^f-Dynkin games: beyond the right-continuous case |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case |
scientific article |
Statements
Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (English)
0 references
14 February 2019
0 references
doubly reflected BSDEs
0 references
backward stochastic differential equations
0 references
Dynkin game
0 references
saddle points
0 references
\(f\)-expectation
0 references
nonlinear expectation
0 references
game option
0 references
stopping time
0 references
stopping system
0 references
general filtration
0 references
cancellable American option
0 references
0 references
0 references
0 references
0 references
0.9555571
0 references
0.9427122
0 references
0.9339615
0 references
0.8978919
0 references
0.8923671
0 references
0 references
0.8889344
0 references
