Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
Akdim, Khadija, Haddadi, Mouna, Ouknine, YoussefJournal:
Stochastics
DOI:
10.1080/17442508.2019.1635599
Date:
June, 2019
File:
PDF, 1.73 MB
2019