Work

Particles Systems for mean reflected BSDEs

Year: 2020

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2020.09.010

Authors: Philippe Briand, Hélène Hibon

Institutions: Le LAMA, Université Savoie Mont Blanc, Institut de recherche mathématique de Rennes

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Agence Nationale de la Recherche

Awards: Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation, Control and simulAtion of Electrical Systems, interAction and RobustnesS

OpenAlex ID: W2779768579

FWCI: 2.558

Cites: 14

Cited by: 22

Related to: 10