Reflected BSDE with a constraint and its applications in an incomplete market (Q637071)
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scientific article; zbMATH DE number 5945279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDE with a constraint and its applications in an incomplete market |
scientific article; zbMATH DE number 5945279 |
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Reflected BSDE with a constraint and its applications in an incomplete market (English)
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2 September 2011
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backward stochastic differential equation with a constraint
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reflected backward stochastic differential equation
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