Solving the double barrier reflected BSDEs via penalization method
From MaRDI portal
(Redirected from Publication:273699)
Cites work
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 1066321 (Why is no real title available?)
- scientific article; zbMATH DE number 3204910 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- BSDEs with two reflecting barriers: the general result
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations with reflection and Dynkin games
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
Cited in
(4)- BSDEs with jumps and two completely separated irregular barriers in a general filtration
- Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient
This page was built for publication: Solving the double barrier reflected BSDEs via penalization method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273699)
