Two-barriers-reflected BSDE with rank-based data (Q7025583)
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scientific article; zbMATH DE number 7986275
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| English | Two-barriers-reflected BSDE with rank-based data |
scientific article; zbMATH DE number 7986275 |
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Two-barriers-reflected BSDE with rank-based data (English)
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Lu Wang
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19 February 2025
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backward stochastic differential equations
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reflecting barriers
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viscosity solution
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partial differential equations
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American game option
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