Grigorova, M, Imkeller, P, Ouknine, Y et al. (1 more author) (2018) Doubly Reflected BSDEs and Ef-Dynkin games: beyond the right-continuous case. Electronic Journal of Probability, 23 (122). ISSN 1083-6489
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2018, The Author(s). This is an open access article under the terms of the Creative Commons Attribution License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium, provided the original work is properly cited. |
Keywords: | Doubly reflected BSDEs; backward stochastic differential equations; Dynkin game; saddle points; f expectation; nonlinear expectation; game option stopping time, stopping system, general filtration, cancellable American option |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 02 Jan 2019 11:57 |
Last Modified: | 16 Mar 2020 14:22 |
Status: | Published |
Publisher: | The Institute of Mathematical Statistics and the Bernoulli Society |
Identification Number: | 10.1214/18-EJP225 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:140319 |