"Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles."

Roxana Dumitrescu, Céline Labart (2016)

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DOI: 10.1016/J.CAM.2015.11.006

access: open

type: Journal Article

metadata version: 2021-02-16

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Roxana Dumitrescu, Céline Labart:
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles. J. Comput. Appl. Math. 296: 827-839 (2016)

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