BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117)
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scientific article; zbMATH DE number 7188118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE with rcll reflecting barrier driven by a Lévy process |
scientific article; zbMATH DE number 7188118 |
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BSDE with rcll reflecting barrier driven by a Lévy process (English)
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7 April 2020
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reflected BSDE
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Lévy process
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stochastic Lipschitz coefficient
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American option
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