Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430)
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scientific article; zbMATH DE number 2164621
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| English | Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions |
scientific article; zbMATH DE number 2164621 |
Statements
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (English)
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3 May 2005
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American contingent claim
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reflecting barrier
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risk sensitive
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0.8910731673240662
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0.8752820491790771
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0.8683615326881409
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0.865159809589386
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