Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case |
scientific article |
Statements
Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (English)
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14 February 2019
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doubly reflected BSDEs
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backward stochastic differential equations
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Dynkin game
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saddle points
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\(f\)-expectation
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nonlinear expectation
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game option
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stopping time
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stopping system
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general filtration
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cancellable American option
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