Pages that link to "Item:Q3581024"
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The following pages link to The Dynamic Programming Equation for Second Order Stochastic Target Problems (Q3581024):
Displayed 12 items.
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
- Quasiconvex functions and nonlinear PDEs (Q2847036) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)