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Keywords: BSDE and reflected BSDE   
 

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Double barrier reflected BSDEs with stochastic Lipschitz coefficient
   
Mohamed Marzougue   Mohamed El Otmani  
https://doi.org/10.15559/17-VMSTA90
Pub. online: 8 Dec 2017      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 4, Issue 4 (2017), pp. 353–379
   Abstract
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
   
Mohamed Marzougue   Mohamed El Otmani  
https://doi.org/10.15559/17-MSTA90
Pub. online: 8 Dec 2017      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications* Volume 4, Issue 4 (2017), pp. 353–379
   Abstract


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