BSDE Approach for Dynkin Game and American Game Option (Q4558896)
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scientific article; zbMATH DE number 6987221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE Approach for Dynkin Game and American Game Option |
scientific article; zbMATH DE number 6987221 |
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BSDE Approach for Dynkin Game and American Game Option (English)
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30 November 2018
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backward stochastic differential equations with double reflecting barriers
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Dynkin game
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saddle-point
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American game option
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