摘要翻译：
本文的目的有两个。首先，我们将[33]关于二阶反射2BSDEs存在唯一性的结果推广到两个障碍物的情形。在与文[10]类似的对其中一个屏障的正则性假设下，当两个屏障完全分离时，我们给出了双反射二阶BSDES的完全适定性理论。我们还证明了这些对象与非标准最优停止对策有关，从而推广了Cvitanic和Karatzas[11]首先证明的DRBSDEs与Dynkin对策之间的联系。更准确地说，我们在一个技术假设下证明了二阶DRBSDEs提供了我们称之为不确定Dynkin博弈的解，并且它们还允许我们在波动性不确定的金融市场中获得美式博弈期权（也称为以色列期权）的超和亚对冲价格
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英文标题：
《Second-order BSDEs with general reflection and game options under
  uncertainty》
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作者：
Anis Matoussi, Lambert Piozin, Dylan Possama\"i
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最新提交年份：
2014
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分类信息：

一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  The aim of this paper is twofold. First, we extend the results of [33] concerning the existence and uniqueness of second-order reflected 2BSDEs to the case of two obstacles. Under some regularity assumptions on one of the barriers, similar to the ones in [10], and when the two barriers are completely separated, we provide a complete wellposedness theory for doubly reflected second-order BSDEs. We also show that these objects are related to non-standard optimal stopping games, thus generalizing the connection between DRBSDEs and Dynkin games first proved by Cvitanic and Karatzas [11]. More precisely, we show under a technical assumption that the second order DRBSDEs provide solutions of what we call uncertain Dynkin games and that they also allow us to obtain super and subhedging prices for American game options (also called Israeli options) in financial markets with volatility uncertainty
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PDF链接：
https://arxiv.org/pdf/1212.0476