BSDEs with mean reflection (Q1751973)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BSDEs with mean reflection |
scientific article |
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BSDEs with mean reflection (English)
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25 May 2018
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backward stochastic differential equations
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mean reflection
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Skorokhod type minimal condition
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super-hedging
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risk management constraint
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0.8403267860412598
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0.824446976184845
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0.7990679144859314
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0.7977921366691589
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0.7927687168121338
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