scientific article; zbMATH DE number 3586268
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Publication:4153409
zbMATH Open0376.60050MaRDI QIDQ4153409FDOQ4153409
Authors: M. A. Maingueneau 
Publication date: 1978
Full work available at URL: http://www.numdam.org/item?id=SPS_1978__12__457_0
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Cited In (15)
- Non-linear Dynkin games over split stopping times
- A note on optional Snell envelopes and reflected backward SDEs
- Optimal multiple stopping time problem
- Optimal stopping in predictable setting
- Doubly reflected backward stochastic differential equations in the predictable setting
- Optimal stopping with \(f\)-expectations: the irregular case
- Reflected and doubly reflected BSDEs driven by RCLL martingales
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type
- Optimal stopping and a martingale approach to the penalty method
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
- Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing
- Three Essays on Exponential Hedging with Variable Exit Times
- Reflections on BSDEs
- Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies
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