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Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

M. Kohlmann. Reflected Forward Backward Stochastic Differential Equations and Contingent Claims. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 223-230, Kluwer, 1998.

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