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Doubly reflected BSDEs with call protection and their approximation
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 15 October 2014, pp. 613-641
- Print publication:
- 2014
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A discrete-time approximation for doubly reflected BSDEs
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- Journal:
- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 101-130
- Print publication:
- March 2009
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- Article
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