Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles |
scientific article |
Statements
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (English)
0 references
21 December 2015
0 references
doubly reflected backward stochastic differential equations
0 references
jumps
0 references
RCLL obstacles
0 references
numerical scheme
0 references
0 references
