PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768)
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scientific article; zbMATH DE number 7806893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS |
scientific article; zbMATH DE number 7806893 |
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PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (English)
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20 February 2024
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reflected BSDEs
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normal martingale
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nondeterministic Lipschitz
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American options
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partial differential equations
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