Sequential Systems of Reflected Backward Stochastic Differential Equations with Application to Impulse Control
Crossref DOI link: https://doi.org/10.1007/s00245-022-09891-y
Published Online: 2022-07-06
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Perninge, Magnus https://orcid.org/0000-0003-3111-4820
Funding for this research was provided by:
Energimyndigheten (42982-1)
Text and Data Mining valid from 2022-07-06
Version of Record valid from 2022-07-06
Article History
Accepted: 4 June 2022
First Online: 6 July 2022