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dc.contributor.authorMatoussi, Anis
dc.contributor.authorPossamaï, Dylan
dc.contributor.authorZhou, Chao
dc.date.accessioned2017-12-08T10:21:20Z
dc.date.available2017-12-08T10:21:20Z
dc.date.issued2017
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17209
dc.language.isoenen
dc.subject2BSDEs
dc.subjectreflections
dc.subjectSkorokhod condition
dc.subject.ddc519en
dc.titleCorrigendum for Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"
dc.typeDocument de travail / Working paper
dc.description.abstractenThe aim of this short note is to fill in a gap in our earlier paper on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper . We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions [5, 13] in the so-called G−framework.
dc.identifier.citationpages12
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris-Dauphine
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01546734
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2017-12-15T17:47:56Z
hal.person.labIds90071
hal.person.labIds60
hal.person.labIds


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