Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787)
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scientific article; zbMATH DE number 7421164
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| English | Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process |
scientific article; zbMATH DE number 7421164 |
Statements
Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (English)
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5 November 2021
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generalized BSDEs
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Lévy process
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Teugels martingales
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0.9072412848472596
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0.8839986324310303
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0.8758651614189148
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0.8749624490737915
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0.8744648694992065
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