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scientific article; zbMATH DE number 1069627
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scientific article; zbMATH DE number 1069627 |
Statements
1 November 1998
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reflected backward stochastic differential equations
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American options
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comparison theorem
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non-reflected BSDEs
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uniqueness
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a priori estimates
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existence
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optimal stopping time control
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deterministic Skohorod problem
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Markovian framework
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unique viscosity solution
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obstacle problem
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nonlinear parabolic partial differential equation
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0.888478696346283
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0.8661069273948669
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0.859920859336853
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0.8566222786903381
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