Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections |
scientific article; zbMATH DE number 6889505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections |
scientific article; zbMATH DE number 6889505 |
Statements
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (English)
0 references
14 June 2018
0 references
real options
0 references
switching problem
0 references
reflected BSDEs
0 references
oblique reflection
0 references
normal reflection
0 references
optimal stopping problem
0 references
0 references
0 references
