Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"
Probability
2020-09-14 v3 Optimization and Control
Mathematical Finance
Abstract
The aim of this short note is to fill in a gap in our earlier paper [16] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [15]. We also provide more insight on the properties of 2RBSDEs, in the light of the recent contributions [13, 23] in the so--called framework.
Cite
@article{arxiv.1706.08588,
title = {Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"},
author = {Anis Matoussi and Dylan Possamaï and Chao Zhou},
journal= {arXiv preprint arXiv:1706.08588},
year = {2020}
}
Comments
16 pages