Reflected and Doubly Reflected BSDEs for Lévy Processes: Solutions and Comparison

Qing Zhou

Acta Mathematicae Applicatae Sinica(English Series) ›› 2010, Vol. 26 ›› Issue (2) : 333-344.

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PDF(254 KB)
Acta Mathematicae Applicatae Sinica(English Series) ›› 2010, Vol. 26 ›› Issue (2) : 333-344. DOI: 10.1007/s10255-009-9179-x
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Reflected and Doubly Reflected BSDEs for Lévy Processes: Solutions and Comparison

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2010, 26(2): 333-344 https://doi.org/10.1007/s10255-009-9179-x

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