Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Auteur

Youssef Ouknine, Ihsan Arharas

Manifestation

Stochastic and Deterministic Analysis for Irregular Models

Date

2024-01-08

Organisation

CENTRE INTERNATIONAL DES RENCONTRES EN MATHEMATQUES France

Chercheur

Ouknine Youssef

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