The following pages link to BSDEs driven by normal martingale (Q5071309):
Displayed 4 items.
- Non-linear Dynkin games over split stopping times (Q2105396) (← links)
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
- PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)