BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117)
From MaRDI portal
!
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 7188118
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BSDE with rcll reflecting barrier driven by a Lévy process |
scientific article; zbMATH DE number 7188118 |
Statements
BSDE with rcll reflecting barrier driven by a Lévy process (English)
0 references
7 April 2020
0 references
reflected BSDE
0 references
Lévy process
0 references
stochastic Lipschitz coefficient
0 references
American option
0 references
0 references
0 references
0 references
0 references
0 references
0.9579902291297911
0 references
0.8799725770950317
0 references
0.8754220008850098
0 references
0.8688516020774841
0 references
0.8614523410797119
0 references
