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Entropy-regularized penalization schemes and reflected BSDEs with singular generators

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Chee, Daniel, Frikha, Noufel, Li, Libo
Format:	Preprint
Publié:	2026
Sujets:	Mathematical Finance 91G20, 60G40, 35R35
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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