Doubly reflected BSDEs with call protection and their approximation

Author： Chassagneux Jean-François   Crépey Stéphane  

Publisher： Edp Sciences

E-ISSN： 1262-3318|18|issue|613-641

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 613-641

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