Keywords: پاکت اسنل; 35D40; 35K10; 60H10; 60H30; Nonlinear expectation; Optimal stopping; Snell envelope;
مقالات ISI پاکت اسنل (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Stochastic optimal multi-modes switching with a viscosity solution approach
Keywords: پاکت اسنل; 60G40; 62P20; 91B99; 91B28; 35B37; 49L25; Real options; Backward stochastic differential equations; Snell envelope; Stopping times; Switching; Viscosity solution of PDEs; Variational inequalities;
Optimal stopping for non-linear expectations—Part I
Keywords: پاکت اسنل; Nonlinear expectations; Optimal stopping; Snell envelope; Stability; gg-expectations
Optimal stopping for non-linear expectations—Part II
Keywords: پاکت اسنل; Non-linear expectations; Optimal stopping; Snell envelope; Stability; gg-expectations
Switching problem and related system of reflected backward SDEs
Keywords: پاکت اسنل; 60G40; 93E20; 62P20; 91B99Real options; Starting and stopping problem; Switching problem; Backward SDEs; Reflected BSDEs; Oblique reflection; Snell envelope; Optimal stopping problem
A PDE approach to regularity of solutions to finite horizon optimal switching problems
Keywords: پاکت اسنل; 60G40; 93E20; 62P20; 91B99Real options; Security design; Backward stochastic differential equation; Default risk; Snell envelope; Stopping time; Stopping and starting; Optimal switching; Viscosity solution of PDEs; Variational inequalities
Time consistent dynamic risk processes
Keywords: پاکت اسنل; 91B28; 91B30; 91B70; 60G17; 60G44; 46A20Dynamic risk measures; Time consistency; BMO martingales; Snell envelope
A simulation approach to optimal stopping under partial information
Keywords: پاکت اسنل; 60G35; 60G40; 93E35Optimal stopping; Nonlinear filtering; Particle filters; Snell envelope; Regression Monte Carlo
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
Keywords: پاکت اسنل; 91A15; 91B74; 60G40; 91A60Backward stochastic differential equation; Penalization; Mokobodski’s hypothesis; Snell envelope; Zero-sum mixed differential–integral game
Reflected backward stochastic differential equations driven by Le´vy processes
Keywords: پاکت اسنل; Reflected backward stochastic differential equation; Le´vy process; Teugels martingale; Snell envelope;
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
Keywords: پاکت اسنل; Reflected backward stochastic differential equation; Penalization method; Optimal stopping; Snell envelope;
The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles
Keywords: پاکت اسنل; Reflected backward stochastic differential equation; Smallest g-supermartingale; Penalization method; Snell envelope;