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