Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem

Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem

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Veröffentlicht in:Computational science - ICCS 2020 ; Part VII
1. Verfasser: Belfadli, Rachid (VerfasserIn)
Weitere Verfasser: Eddahbi, M'hamed (VerfasserIn), Fakhouri, Imade (VerfasserIn), Ouknine, Youssef (VerfasserIn)
Pages:2020
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Sprache:eng
Veröffentlicht: 2020
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