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Minimal supersolutions for BSDEs with singular terminal con..:
Kruse, T.
;
Popier, A.
Stochastic Processes and their Applications. 126 (2016) 9 - p. 2554-2592 , 2016
Link:
https://doi.org/10.1016/j.spa.2016.02.010
RT Journal T1 <Title>Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.spa.2016.02.010&Exemplar=1&LAN=DE A1 Kruse, T. A1 Popier, A. PB Elsevier BV YR 2016 SN 0304-4149 JF Stochastic Processes and their Applications VO 126 IS 9 SP 2554 OP 2592 LK http://dx.doi.org/https://doi.org/10.1016/j.spa.2016.02.010 DO https://doi.org/10.1016/j.spa.2016.02.010 SF ELIB - SuUB Bremen
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