Reflected backward stochastic differential equations with two RCLL barriers (Q5429586)
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scientific article; zbMATH DE number 5216866
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| default for all languages | No label defined |
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| English | Reflected backward stochastic differential equations with two RCLL barriers |
scientific article; zbMATH DE number 5216866 |
Statements
Reflected backward stochastic differential equations with two RCLL barriers (English)
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30 November 2007
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reflected backward stochastic differential equation
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penalization method
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optimal stopping
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snell envelope
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dynkin game
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0.9260603785514832
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0.8906643390655518
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0.8866100907325745
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0.8866100311279297
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0.8844661116600037
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