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We prove some new results on reflected BSDEs and doubly reflected BSDEsdriven by a multi-dimensional RCLL martingale. The goal is to develop a generalmulti-asset framework encompassing a wide spectrum of nonlinear financialmodels, including as particular cases the setups studied by Peng and Xu\cite{PX2009} and Dumitrescu et al. \cite{DGQS2018} who dealt with BSDEs drivenby a one-dimensional Brownian motion and a purely discontinuous martingale witha single jump. Our results are not covered by existing literature on reflectedand doubly reflected BSDEs driven by a Brownian motion and a Poisson randommeasure.

Reflected BSDEs and doubly reflected BSDEs driven by RCLL martingales