BSDEs with mean reflection (Q1751973)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6873689
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BSDEs with mean reflection |
scientific article; zbMATH DE number 6873689 |
Statements
BSDEs with mean reflection (English)
0 references
25 May 2018
0 references
backward stochastic differential equations
0 references
mean reflection
0 references
Skorokhod type minimal condition
0 references
super-hedging
0 references
risk management constraint
0 references
0 references
0 references
0.8403267860412598
0 references
0.824446976184845
0 references
0.7990679144859314
0 references
0.7977921366691589
0 references
0.7927687168121338
0 references
