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Improved Convergence Rate for Reflected BSDEs by Penalization Method

Crossref DOI link: https://doi.org/10.1007/s00245-025-10366-z

Published Online: 2025-12-08

Published Print: 2026-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Gobet, Emmanuel https://orcid.org/0000-0002-9940-2493
Wang, Wanqing
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Text and Data Mining valid from 2025-12-08

Version of Record valid from 2025-12-08
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Article History

Received: 25 March 2023

Accepted: 17 November 2025

First Online: 8 December 2025

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.