most citedThe convergence rate from discrete to continuous optimal investment stopping problem

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2020

Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection

Dingqian Sun, Gechun Liang, Shanjian Tang

We study the quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of BMO martingale and change of measure techniques…