Optimal stopping of BSDEs with constrained jumps and related zero-sum games
Autor: | Perninge, Magnus |
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Zdroj: | In Stochastic Processes and their Applications July 2024 173 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Perninge, Magnus |
---|---|
Zdroj: | In Stochastic Processes and their Applications July 2024 173 |
Databáze: | ScienceDirect |
Externí odkaz: |