Solving the double barrier reflected BSDEs via penalization method (Q273699)
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: Solving the double barrier reflected BSDEs via penalization method |
scientific article; zbMATH DE number 6572275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving the double barrier reflected BSDEs via penalization method |
scientific article; zbMATH DE number 6572275 |
Statements
Solving the double barrier reflected BSDEs via penalization method (English)
0 references
22 April 2016
0 references
reflected backward stochastic differential equation
0 references
penalization method
0 references
semimartingale
0 references
0 references
