1. Home
  2. Search

Modern Stochastics: Theory and Applications


 
Keywords: BSDE and reflected BSDE   
 

Search results 1


Order by:   
Select:   All  None    Download:  

Double barrier reflected BSDEs with stochastic Lipschitz coefficient
   
Mohamed Marzougue   Mohamed El Otmani  
https://doi.org/10.15559/17-VMSTA90
Pub. online: 8 Dec 2017      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 353–379
   Abstract


Share


RSS