Strong Snell Envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale.

Auteur

Khadija Akdim

Manifestation

International Workshop on Perspectives On High-Dimensional Data Analysis HDDA-VIII

Date

2018-04-09

Organisation

Cadi Ayyad University, Marrakech Morocco

Chercheur

Akdim Khadija

Voir le profil du chercheur →