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Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison
2008/10/01 by
Stéphane Crépey
,
Anis Matoussi
· 2 citations
paper
· doi:10.1214/08-aap517
Cited by
Quadratic BSDEs with double constraints driven by G-Brownian motion
Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications