ESAIM: Probability and Statistics (ESAIM: P&S)

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Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections

Romuald Elie and Idris Kharroubi

ESAIM: PS, 18 (2014) 233-250

Published online: 01 July 2014

DOI: 10.1051/ps/2013036

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Romuald Elie

Idris Kharroubi

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