SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Second-order BSDEs with general reflection and game options under uncertainty · Study

ArticleShelves

ArticleSecond-order BSDEs with general reflection and game options under uncertainty

Anis Matoussi2014

OA

Articlebronze2014

Second-order BSDEs with general reflection and game options under uncertainty

Anis Matoussi · Lambert Piozin · Dylan Possamaï

25 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Risk and Portfolio Optimization Fuzzy Systems and Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type 1996Backward stochastic differential equations with reflection and Dynkin games 2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Second order reflected backward stochastic differential equationsarticle · 14 shared references 20144 Second Order BSDEs with Jumps: Formulation and Uniqueness∗preprint · 11 shared references 2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applicationsother · 10 shared references 2015Stochastic control for a class of nonlinear kernels and applicationspreprint · 10 shared references 2010About the Pricing Equations in Financechapter · 10 shared references 2010Reflected BSDE with a constraint and its applications in an incomplete marketarticle · 9 shared references

Details

Year2014

Typearticle

Published2014-03-03

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.spa.2014.02.011

openalex_workW1986994002

Links

Imported from OpenAlex (CC0) — nothing here is generated.