The following pages link to Anja Richter (Q404584):
Displayed 5 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- (Q3224024) (← links)
- Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042) (← links)
- Managing counterparty credit risk via BSDEs (Q6276402) (← links)