Solving the double barrier reflected BSDEs via penalization method (Q273699)
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scientific article; zbMATH DE number 6572275
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| English | Solving the double barrier reflected BSDEs via penalization method |
scientific article; zbMATH DE number 6572275 |
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Solving the double barrier reflected BSDEs via penalization method (English)
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22 April 2016
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reflected backward stochastic differential equation
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penalization method
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semimartingale
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