Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection (Q3224965)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection |
scientific article |
Statements
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection (English)
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13 March 2012
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reflected backward stochastic differential equation
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oblique reflection
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optimal switching
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stochastic differential game
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real option
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