Work

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

Year: 2014

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2014.02.011

Authors: Anis Matoussi, Lambert Piozin, Dylan Possamaï

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Le Mans Université, Laboratoire Manceau de Mathématiques, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Fondation du Risque

OpenAlex ID: W1986994002

FWCI: 5.49

Cites: 45

Cited by: 24

Related to: 10