Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980)
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scientific article; zbMATH DE number 6155023
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| English | Reflected BSDEs with random default time and related mixed optimal stopping-control problems |
scientific article; zbMATH DE number 6155023 |
Statements
Reflected BSDEs with random default time and related mixed optimal stopping-control problems (English)
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17 April 2013
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backward stochastic differential equation
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random default time
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mixed optimal stopping-control problem
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0.8604189157485962
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0.8601639866828918
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0.8601639866828918
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0.8567740321159363
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0.8539450764656067
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