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"Optimal Switching of One-Dimensional Reflected BSDEs and Associated ..."

Shanjian Tang, Wei Zhong, Hyeng Keun Koo (2011)

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DOI: 10.1137/080738349

access: closed

type: Journal Article

metadata version: 2020-07-09

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Shanjian Tang, Wei Zhong, Hyeng Keun Koo:
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection. SIAM J. Control. Optim. 49(6): 2279-2317 (2011)

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