Multi-dimensional BSDE with oblique reflection and optimal switching
Ying Hu; Shanjian Tang
| Year of publication: |
2010
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| Authors: | Hu, Ying ; Tang, Shanjian |
| Published in: |
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 147.2010, 1/2, p. 89-121
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003969090