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JOURNAL ARTICLE
Lp Solutions of Reflected Backward Stochastic Differential Equations with Jumps
Song Yao
Year:
2016
Journal:
SSRN Electronic Journal
Publisher:
RELX Group (Netherlands)
DOI:
10.2139/ssrn.2911925
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Keywords:
Stochastic differential equation
Mathematics
Applied mathematics
Mathematical analysis
Mathematical economics
Metrics
4
Cited By
0.00
FWCI (Field Weighted Citation Impact)
35
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences β Economics, Econometrics and Finance β Finance
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