Generalized Dynkin games and doubly reflected BSDEs with jumps (Q728437)
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scientific article; zbMATH DE number 6666230
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized Dynkin games and doubly reflected BSDEs with jumps |
scientific article; zbMATH DE number 6666230 |
Statements
Generalized Dynkin games and doubly reflected BSDEs with jumps (English)
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20 December 2016
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Dynkin game
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mixed game problem
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nonlinear expectation
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\(g\)-evaluation
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doubly reflected BSDEs
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partial integro-differential variational inequalities
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game option
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0.8891041874885559
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0.8660571575164795
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0.8651043176651001
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0.8527851104736328
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0.8432867527008057
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