The following pages link to (Q4356589):
Displaying 50 items.
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- Convertible bonds with higher loan rate: model, valuation, and optimal strategy (Q1723891) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- Perturbed backward stochastic differential equations (Q1933858) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- A general comparison theorem for reflected BSDEs (Q2244498) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
- Reflected Backward SDEs with General Jumps (Q2811894) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- (Q4989417) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
