"Non-Continuous Double Barrier Reflected BSDES With Jumps under a Stochastic Lipschitz Coefficient" by Mohamed Marzougue and Mohamed El Otmani

Article Title

Non-Continuous Double Barrier Reflected BSDES With Jumps under a Stochastic Lipschitz Coefficient

Authors

Mohamed Marzougue, Laboratory of Analysis and Applied Mathematics (LAMA), Faculty of sciences Agadir, Ibn Zohr University, MoroccoFollow
Mohamed El Otmani, Laboratory of Analysis and Applied Mathematics (LAMA), Faculty of sciences Agadir, Ibn Zohr University, MoroccoFollow

DOI

10.31390/cosa.12.4.01

Recommended Citation

Marzougue, Mohamed and El Otmani, Mohamed (2018) "Non-Continuous Double Barrier Reflected BSDES With Jumps under a Stochastic Lipschitz Coefficient," Communications on Stochastic Analysis: Vol. 12 : No. 4 , Article 1.
DOI: 10.31390/cosa.12.4.01
Available at: https://digitalcommons.lsu.edu/cosa/vol12/iss4/1

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