On Z-mean reflected BSDEs
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Publication:6201862
DOI10.3150/23-bej1642arXiv2108.10631OpenAlexW4391458269MaRDI QIDQ6201862
Unnamed Author, Thibaut Mastrolia
Publication date: 26 March 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.10631
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic calculus of variations and the Malliavin calculus (60H07)
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