Reflected generalized BSDEs with random time and applications (Q380746)
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scientific article; zbMATH DE number 6227068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected generalized BSDEs with random time and applications |
scientific article; zbMATH DE number 6227068 |
Statements
Reflected generalized BSDEs with random time and applications (English)
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14 November 2013
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American option pricing
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elliptic PDEs
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generalized backward stochastic differential equations
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Neumann boundary condition
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viscosity solution
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