Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386)
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scientific article; zbMATH DE number 7733584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation |
scientific article; zbMATH DE number 7733584 |
Statements
Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (English)
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1 September 2023
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American contingent claims
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backward stochastic difference equations
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\(g\)-expectation
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optimal stopping
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reflected BSDEs
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