Second-order BSDEs with general reflection and game options under uncertainty (Q402477)
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scientific article; zbMATH DE number 6335177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order BSDEs with general reflection and game options under uncertainty |
scientific article; zbMATH DE number 6335177 |
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Second-order BSDEs with general reflection and game options under uncertainty (English)
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28 August 2014
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reflected backward stochastic differential equations
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optimal stopping games
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Dynkin games
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Israeli options
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volatility uncertainty
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