Backward stochastic differential equations with two barriers and generalized reflection (Q2186646)
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scientific article; zbMATH DE number 7210257
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| default for all languages | No label defined |
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| English | Backward stochastic differential equations with two barriers and generalized reflection |
scientific article; zbMATH DE number 7210257 |
Statements
Backward stochastic differential equations with two barriers and generalized reflection (English)
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9 June 2020
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reflected backward stochastic differential equation
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generalized reflection
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optimal stopping problem
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0.8934661149978638
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0.8760073781013489
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0.8742403388023376
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0.8729869723320007
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0.8712867498397827
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