Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles

DOI10.1016/j.cam.2015.11.006zbMath1329.60234arXiv1502.02888OpenAlexW1676825492MaRDI QIDQ898999

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Publication date: 21 December 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.02888

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