Pages that link to "Item:Q424464"
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The following pages link to Quadratic reflected BSDEs with unbounded obstacles (Q424464):
Displaying 13 items.
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
