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Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"

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  • Anis Matoussi
  • Dylan Possamai
  • Chao Zhou

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 $G-$framework.

Suggested Citation

  • Anis Matoussi & Dylan Possamai & Chao Zhou, 2017. "Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"," Papers 1706.08588, arXiv.org, revised Sep 2020.
  • Handle: RePEc:arx:papers:1706.08588
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