Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977)
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scientific article; zbMATH DE number 6493305
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| English | Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs |
scientific article; zbMATH DE number 6493305 |
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Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (English)
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12 October 2015
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Skorokhod embedding problem
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reflected forward-backward stochastic differential equations
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Root barriers
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obstacle problems
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viscosity solutions
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0.8358421325683594
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0.8204769492149353
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0.8137259483337402
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0.8053845763206482
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0.8025543689727783
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