Reflected generalized BSDEs with random time and applications (Q380746)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected generalized BSDEs with random time and applications |
scientific article |
Statements
Reflected generalized BSDEs with random time and applications (English)
0 references
14 November 2013
0 references
American option pricing
0 references
elliptic PDEs
0 references
generalized backward stochastic differential equations
0 references
Neumann boundary condition
0 references
viscosity solution
0 references
0 references
