\(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499)
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scientific article; zbMATH DE number 7945510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon |
scientific article; zbMATH DE number 7945510 |
Statements
\(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (English)
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15 November 2024
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backward stochastic differential equations
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optimal switching
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optimal stopping problem
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real option
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