Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668)
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scientific article; zbMATH DE number 2215374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps |
scientific article; zbMATH DE number 2215374 |
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Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (English)
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18 October 2005
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two-barrier problem
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penalization method
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Poisson random measure
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