Articles citing this article

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Cited article:

Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk

Jingnan Wang and Ralf Korn
Risks 8 (3) 72 (2020)
https://doi.org/10.3390/risks8030072

Singular Control Optimal Stopping of Memory Mean-Field Processes

Nacira Agram, Achref Bachouch, Bernt Øksendal and Frank Proske
SIAM Journal on Mathematical Analysis 51 (1) 450 (2019)
https://doi.org/10.1137/18M1174787

Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers

Masaaki Fujii and Akihiko Takahashi
SSRN Electronic Journal (2017)
https://doi.org/10.2139/ssrn.2964111