hal-01103699

title_s

BSDE representations for optimal switching problems with controlled volatility

auteur

Romuald Elie, Idris Kharroubi

journal

Stochastics and Dynamics

volume

14

pages

1450003

doi

10.1142/S0219493714500038

fichier_hal

https://hal.archives-ouvertes.fr/hal-01103699/document

annee

2014

Identifiant HAL