Switching problem and related system of reflected backward SDEs

By Said Hamadène, Jianfeng Zhang. 2010

137 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d71a41e72484f01b86f91569a30ecbfdf4186ef3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Shige Peng
  2. Idris Kharroubi
  3. Jean-François Chassagneux
  4. Romuald Elie
  5. Li-Xin Zhang
  6. Marcel Nutz
  7. Mingshang Hu
  8. Yongsheng Song

In Finance

  1. Jean-François Chassagneux
  2. Romuald Elie
  3. Idris Kharroubi
  4. Shige Peng
  5. Li-Xin Zhang
  6. Jianfeng Zhang
  7. Marcel Nutz
  8. Nizar Touzi

Citations in the corpus