Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time

✍ Scribed by Aazizi, Soufiane; Fakhouri, Imade

• Book ID: 120335043
• Publisher: Elsevier Science
• Year: 2013
• Tongue: French
• Weight: 190 KB
• Volume: 137
• Category: Article
• ISSN: 0007-4497
• DOI: 10.1016/j.bulsci.2012.11.006