reflected anticipated backward stochastic differential equations

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1
Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Jingnan Wang;Ralf Korn;Wang, Jingnan;Korn, Ralf;
2020 risks DOI: 10.3390/risks8030072 211 views
2
Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Jingnan Wang,Ralf Korn;Jingnan Wang;Ralf Korn;
2020 risks DOI: 10.3390/risks8030072 180 views

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numerical algorithm discrete penalization scheme discrete reflected scheme