Optimal stopping of BSDEs with constrained jumps and related double obstacle PDEs
Crossref DOI link: https://doi.org/10.1007/s00030-025-01026-w
Published Online: 2025-01-29
Published Print: 2025-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Perninge, Magnus
Funding for this research was provided by:
Linnaeus University
Text and Data Mining valid from 2025-01-29
Version of Record valid from 2025-01-29
Article History
Received: 27 February 2024
Revised: 3 September 2024
Accepted: 4 January 2025
First Online: 29 January 2025