Generalized BSDE with two reflecting barriers (Q5324871)
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scientific article; zbMATH DE number 5592142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized BSDE with two reflecting barriers |
scientific article; zbMATH DE number 5592142 |
Statements
Generalized BSDE with two reflecting barriers (English)
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8 August 2009
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generalized BSDE
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BSDEs with two reflecting barriers
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Neumann boundary condition
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0.9694902
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0.95211834
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0.9501281
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0.9331763
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0.92637134
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0.92266625
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0.92175937
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0.9197426
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