Work

American Game Options and Reected BSDEs with Quadratic Growth

Year: 2009

Type: article

Authors: Saïd Hamadène, Eduard Rotenstein

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W22663125

FWCI:

Cites: 17

Cited by:

Related to: 10