Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Reference20 articles.
1. Bayraktar, E. and Yao, S., Quadratic reflected BSDEs with unbounded obstacles, Stochastic Processes and Their Applications, 122(4), 2012, 1155–1203.
2. Bouchard, B. and Chassagneux, J. F., Discrete-time approximation for continuously and discretely reflected BSDEs, Stochastic Processes and Their Applications, 118(12), 2008, 2269–2293.
3. Briand, P. and Hu, Y., BSDE with quadratic growth and unbounded terminal value, Probability Theory and Related Fields, 136(4), 2006, 604–618.
4. Briand, P. and Hu, Y., Quadratic BSDEs with convex generators and unbounded terminal conditions, Probability Theory and Related Fields, 141, 2008, 543–567.
5. Chassagneux, J. F., An introduction to the numerical approximation of BSDEs, Lecture Notes in Second School of CREMMA, 2012.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献