Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043)
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scientific article; zbMATH DE number 7717090
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| English | Irregular barrier reflected BSDEs driven by a Lévy process |
scientific article; zbMATH DE number 7717090 |
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Irregular barrier reflected BSDEs driven by a Lévy process (English)
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25 July 2023
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reflected backward stochastic differential equations
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Lévy process
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irregular barrier
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predictable representation for Lévy processes
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mertens decomposition
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optimal stopping problem
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0.9511621
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0.9493031
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0.93899626
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0.92084694
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0.91929024
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0.9168699
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