Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs
Gassiat, Paul, Oberhauser, Harald, dos Reis, GonçaloLanguage:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2015.07.010
Date:
August, 2015
File:
PDF, 570 KB
english, 2015