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

Doubly reflected BSDEs with call protection and their approximation

Jean-François Chassagneux and Stéphane Crépey

ESAIM: PS, 18 (2014) 613-641

Published online: 15 October 2014

DOI: 10.1051/ps/2013047

Jean-François Chassagneux

Stéphane Crépey

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