Generalized Snell envelope as a minimal solution of BSDE with lower barriers
2013 ◽
Vol 137
(4)
◽
pp. 498-508
◽
2017 ◽
Vol 31
(1)
◽
pp. 194-213
2004 ◽
Vol 44
(2)
◽
pp. 381-439
◽
2015 ◽
Vol 14
(1)
◽
pp. 134-144
◽
Keyword(s):
2019 ◽
Vol 11
(04)
◽
pp. 1950049